+59.8%
ON vs AFL
+133.8%
-74.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.2% |
| 7D | +2.4% | -1.6% | +4.0% | +3.2% |
| 30D | -8.6% | -4.0% | -4.6% | -6.9% |
| 3M | -34.3% | -0.5% | -33.8% | -34.9% |
| 6M | +28.5% | +6.5% | +22.0% | +22.0% |
| YTD | +40.6% | +6.2% | +34.4% | +33.5% |
| 1Y | +55.3% | +8.3% | +47.0% | +45.1% |
| 3Y | -22.2% | +62.5% | -84.7% | -46.6% |
| All | +59.8% | +133.8% | -74.0% | -22.8% |
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 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