+22.7%
NXT vs AFL
+11.7%
+11.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -0.6% |
| 30D | -15.3% | -6.2% | -9.2% | -20.2% |
| 3M | -43.8% | +2.2% | -46.0% | -42.8% |
| 6M | -18.7% | +5.3% | -23.9% | -16.1% |
| YTD | -3.0% | +8.0% | -10.9% | +1.6% |
| 1Y | +22.7% | +10.2% | +12.5% | +28.1% |
| All | +22.7% | +11.7% | +11.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling