+322.4%
NET vs AFL
+62.4%
+260.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -16.4% | +2.9% | -19.3% | -16.6% |
| 30D | -25.8% | +11.5% | -37.3% | -27.0% |
| 3M | -11.5% | +0.6% | -12.2% | -11.5% |
| 6M | +18.9% | +11.7% | +7.2% | +16.2% |
| YTD | +35.2% | +15.4% | +19.8% | +31.3% |
| 1Y | +14.5% | +17.6% | -3.1% | +10.6% |
| All | +322.4% | +62.4% | +260.0% | +312.2% |
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