+54.8%
ON vs AFL
+11.7%
+43.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.5% |
| 7D | +2.4% | +0.6% | +1.8% | +2.8% |
| 30D | -3.3% | -6.2% | +2.9% | -6.5% |
| 3M | -43.6% | +2.2% | -45.8% | -43.3% |
| 6M | +19.0% | +5.3% | +13.7% | +18.1% |
| YTD | +37.4% | +8.0% | +29.4% | +37.8% |
| 1Y | +54.8% | +10.2% | +44.5% | +56.4% |
| All | +54.8% | +11.7% | +43.1% | +56.4% |
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