+20.0%
ON vs AFL
+149.6%
-129.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | +12.2% | +2.9% | +9.4% | +10.9% |
| 30D | -3.1% | +8.0% | -11.1% | -6.4% |
| 3M | -12.9% | +5.9% | -18.8% | -15.2% |
| 6M | -38.6% | +11.6% | -50.2% | -42.6% |
| YTD | +31.2% | +17.5% | +13.7% | +19.0% |
| 1Y | +47.6% | +13.3% | +34.4% | +36.5% |
| 3Y | +6.6% | +67.0% | -60.4% | -25.3% |
| All | +20.0% | +149.6% | -129.6% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling