+138.6%
NOK vs AFL
+303.3%
-164.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.5% |
| 7D | +11.0% | -1.6% | +12.6% | +11.6% |
| 30D | +7.8% | -4.0% | +11.9% | +9.4% |
| 3M | -21.0% | -0.5% | -20.5% | -21.4% |
| 6M | +40.9% | +6.5% | +34.4% | +36.0% |
| YTD | +72.0% | +6.2% | +65.8% | +65.8% |
| 1Y | +140.9% | +8.3% | +132.6% | +129.7% |
| 3Y | +194.3% | +62.5% | +131.7% | +130.9% |
| 5Y | +112.5% | +136.2% | -23.6% | +40.5% |
| All | +138.6% | +303.3% | -164.7% | +19.9% |
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