+116.8%
NDAQ vs AFL
+67.6%
+49.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | +1.3% | +2.9% | -1.6% | +0.2% |
| 30D | +18.0% | +8.0% | +10.0% | +14.7% |
| 3M | +11.5% | +5.9% | +5.6% | +9.1% |
| 6M | +21.1% | +11.6% | +9.4% | +16.1% |
| YTD | +12.8% | +17.5% | -4.7% | +5.8% |
| 1Y | +25.7% | +13.3% | +12.4% | +19.5% |
| 3Y | +116.8% | +67.0% | +49.8% | +87.7% |
| All | +116.8% | +67.6% | +49.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling