-22.2%
ON vs AFL
+63.5%
-85.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.4% |
| 7D | +2.4% | -1.6% | +4.0% | +2.6% |
| 30D | -8.6% | -4.0% | -4.6% | -8.1% |
| 3M | -34.3% | -0.5% | -33.8% | -34.7% |
| 6M | +28.5% | +6.5% | +22.0% | +24.8% |
| YTD | +40.6% | +6.2% | +34.4% | +36.7% |
| 1Y | +55.3% | +8.3% | +47.0% | +49.7% |
| 3Y | -22.2% | +62.5% | -84.7% | -31.8% |
| All | -22.2% | +63.5% | -85.7% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling