+180.5%
NXT vs AFL
+76.2%
+104.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +0.7% |
| 7D | +2.9% | -0.7% | +3.6% | +2.7% |
| 30D | -17.2% | -7.1% | -10.1% | -18.8% |
| 3M | -32.0% | +0.4% | -32.4% | -32.0% |
| 6M | -15.8% | +4.5% | -20.3% | -15.1% |
| YTD | -1.9% | +6.1% | -8.0% | -0.9% |
| 1Y | +22.5% | +10.6% | +11.9% | +24.3% |
| 3Y | +100.5% | +64.0% | +36.5% | +105.4% |
| All | +180.5% | +76.2% | +104.3% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling