+5,093.9%
NI vs AFL
+18,474.8%
-13,380.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | -0.3% | -5.4% | +5.2% | +0.9% |
| 3M | -9.5% | -0.3% | -9.2% | -9.4% |
| 6M | -10.2% | +5.2% | -15.4% | -11.3% |
| YTD | +1.8% | +5.7% | -3.9% | +0.4% |
| 1Y | +5.7% | +10.2% | -4.5% | +3.2% |
| 3Y | +69.6% | +63.4% | +6.2% | +51.3% |
| 5Y | +95.8% | +133.0% | -37.2% | +61.1% |
| 10Y | +145.1% | +299.5% | -154.4% | +77.2% |
| All | +5,093.9% | +18,474.8% | -13,380.9% | +1,970.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling