-25.7%
NOW vs AFL
+148.4%
-174.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -27.0% | +9.3% | -36.4% | -29.6% |
| 3M | -17.7% | +1.0% | -18.7% | -18.3% |
| 6M | +12.7% | +11.8% | +0.9% | +7.4% |
| YTD | -32.9% | +15.3% | -48.2% | -37.1% |
| 1Y | -40.4% | +12.1% | -52.4% | -43.5% |
| 3Y | -17.1% | +65.0% | -82.1% | -35.4% |
| 5Y | -25.7% | +149.1% | -174.8% | -57.6% |
| All | -25.7% | +148.4% | -174.1% | -57.6% |
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