+629.3%
ON vs AFL
+303.3%
+326.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.0% |
| 7D | +2.4% | -1.6% | +4.0% | +3.7% |
| 30D | -8.6% | -4.0% | -4.6% | -5.9% |
| 3M | -34.3% | -0.5% | -33.8% | -35.1% |
| 6M | +28.5% | +6.5% | +22.0% | +19.8% |
| YTD | +40.6% | +6.2% | +34.4% | +31.1% |
| 1Y | +55.3% | +8.3% | +47.0% | +41.7% |
| 3Y | -22.2% | +62.5% | -84.7% | -51.0% |
| 5Y | +62.4% | +136.2% | -73.8% | -26.4% |
| All | +629.3% | +303.3% | +326.1% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling