+22.8%
NXT vs AFL
+9.8%
+13.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.5% |
| 7D | -1.9% | -1.6% | -0.3% | -3.4% |
| 30D | -20.0% | -4.0% | -16.0% | -23.0% |
| 3M | -30.7% | -0.5% | -30.2% | -31.3% |
| 6M | -29.0% | +6.5% | -35.5% | -26.9% |
| YTD | -4.8% | +6.2% | -11.0% | -1.5% |
| 1Y | +22.8% | +8.3% | +14.5% | +28.8% |
| All | +22.8% | +9.8% | +13.0% | +28.8% |
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