+5,387.7%
O vs AFL
+7,534.8%
-2,147.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | -1.9% | -6.2% | +4.3% | +0.3% |
| 3M | +3.8% | +2.2% | +1.7% | +3.0% |
| 6M | -4.7% | +5.3% | -10.0% | -6.7% |
| YTD | +12.5% | +8.0% | +4.5% | +9.1% |
| 1Y | +10.8% | +10.2% | +0.6% | +6.6% |
| 3Y | +28.8% | +67.1% | -38.3% | +5.2% |
| 5Y | +13.2% | +135.6% | -122.4% | -19.4% |
| 10Y | +53.5% | +299.4% | -245.9% | -10.2% |
| All | +5,387.7% | +7,534.8% | -2,147.0% | +2,048.7% |
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