+118.0%
NOK vs AFL
+11.7%
+106.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.3% |
| 7D | -1.8% | +0.6% | -2.4% | -1.5% |
| 30D | +4.7% | -6.2% | +10.9% | +2.1% |
| 3M | -39.7% | +2.2% | -41.8% | -39.6% |
| 6M | +23.1% | +5.3% | +17.8% | +21.8% |
| YTD | +55.0% | +8.0% | +47.1% | +56.1% |
| 1Y | +118.0% | +10.2% | +107.8% | +125.8% |
| All | +118.0% | +11.7% | +106.4% | +125.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling