+790.9%
NOW vs AFL
+297.3%
+493.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -4.1% | -2.1% | -2.0% | -3.4% |
| 30D | +2.9% | -5.4% | +8.3% | +4.6% |
| 3M | +22.6% | -0.3% | +22.8% | +22.6% |
| 6M | +7.5% | +5.2% | +2.3% | +5.6% |
| YTD | -14.4% | +5.7% | -20.1% | -16.3% |
| 1Y | -29.8% | +10.2% | -40.0% | -32.4% |
| 3Y | +9.2% | +63.4% | -54.2% | -8.2% |
| 5Y | +0.8% | +133.0% | -132.2% | -24.8% |
| 10Y | +790.9% | +299.5% | +491.4% | +469.2% |
| All | +790.9% | +297.3% | +493.7% | +469.2% |
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 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