+17.2%
O vs AFL
+131.0%
-113.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.5% | -3.3% | -0.2% | -2.4% |
| 30D | -3.3% | -5.0% | +1.6% | -1.7% |
| 3M | -2.8% | -1.8% | -1.1% | -2.3% |
| 6M | -5.8% | +4.8% | -10.6% | -7.3% |
| YTD | +9.4% | +5.4% | +4.0% | +7.3% |
| 1Y | +5.7% | +9.0% | -3.3% | +2.4% |
| 3Y | +27.2% | +63.0% | -35.8% | +6.4% |
| 5Y | +17.2% | +134.5% | -117.3% | -16.2% |
| All | +17.2% | +131.0% | -113.8% | -16.2% |
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