+194.3%
NOK vs AFL
+63.5%
+130.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +11.0% | -1.6% | +12.6% | +11.1% |
| 30D | +7.8% | -4.0% | +11.9% | +8.3% |
| 3M | -21.0% | -0.5% | -20.5% | -21.4% |
| 6M | +40.9% | +6.5% | +34.4% | +37.8% |
| YTD | +72.0% | +6.2% | +65.8% | +68.1% |
| 1Y | +140.9% | +8.3% | +132.6% | +134.0% |
| 3Y | +194.3% | +62.5% | +131.7% | +149.2% |
| All | +194.3% | +63.5% | +130.7% | +149.2% |
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