+1,449.6%
NET vs AFL
+166.5%
+1,283.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -7.0% | +0.6% | -7.6% | -7.1% |
| 30D | -4.8% | -6.2% | +1.4% | -3.5% |
| 3M | +3.8% | +2.2% | +1.6% | +3.0% |
| 6M | +50.0% | +5.3% | +44.8% | +47.9% |
| YTD | +41.5% | +8.0% | +33.5% | +38.5% |
| 1Y | +32.8% | +10.2% | +22.6% | +29.1% |
| 3Y | +335.9% | +67.1% | +268.8% | +283.7% |
| 5Y | +113.8% | +135.6% | -21.8% | +75.7% |
| All | +1,449.6% | +166.5% | +1,283.0% | +1,312.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling