+115.1%
NOK vs AFL
+133.8%
-18.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | +11.0% | -1.6% | +12.6% | +11.5% |
| 30D | +7.8% | -4.0% | +11.9% | +9.3% |
| 3M | -21.0% | -0.5% | -20.5% | -21.5% |
| 6M | +40.9% | +6.5% | +34.4% | +35.8% |
| YTD | +72.0% | +6.2% | +65.8% | +65.5% |
| 1Y | +140.9% | +8.3% | +132.6% | +129.1% |
| 3Y | +194.3% | +62.5% | +131.7% | +120.5% |
| All | +115.1% | +133.8% | -18.7% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling