+2.6%
NOW vs AFL
+134.0%
-131.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.2% | -4.4% |
| 7D | -6.1% | -0.7% | -5.3% | -5.8% |
| 30D | +7.5% | -7.1% | +14.6% | +10.2% |
| 3M | +17.5% | +0.4% | +17.1% | +17.2% |
| 6M | +7.9% | +4.5% | +3.4% | +5.8% |
| YTD | -12.4% | +6.1% | -18.5% | -15.0% |
| 1Y | -28.6% | +10.6% | -39.1% | -32.1% |
| 3Y | +11.8% | +64.0% | -52.2% | -12.4% |
| 5Y | +2.6% | +133.7% | -131.1% | -35.2% |
| All | +2.6% | +134.0% | -131.4% | -35.2% |
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 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