+55.3%
ON vs AFL
+9.8%
+45.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.8% |
| 7D | +2.4% | -1.6% | +4.0% | +1.5% |
| 30D | -8.6% | -4.0% | -4.6% | -10.4% |
| 3M | -34.3% | -0.5% | -33.8% | -34.6% |
| 6M | +28.5% | +6.5% | +22.0% | +26.5% |
| YTD | +40.6% | +6.2% | +34.4% | +39.7% |
| 1Y | +55.3% | +8.3% | +47.0% | +55.5% |
| All | +55.3% | +9.8% | +45.5% | +55.5% |
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 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