+91.1%
NDAQ vs AFL
+62.8%
+28.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | -2.1% | +0.6% | -0.7% |
| 30D | -1.5% | -5.4% | +4.0% | +0.6% |
| 3M | +8.0% | -0.3% | +8.3% | +8.0% |
| 6M | +7.7% | +5.2% | +2.5% | +5.4% |
| YTD | -2.3% | +5.7% | -8.0% | -4.9% |
| 1Y | +0.6% | +10.2% | -9.7% | -3.9% |
| All | +91.1% | +62.8% | +28.4% | +48.7% |
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