+196.2%
ON vs AFL
+1,573.4%
-1,377.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.6% |
| 7D | -2.2% | -0.7% | -1.4% | -1.8% |
| 30D | -12.4% | -7.1% | -5.3% | -9.3% |
| 3M | -41.2% | +0.4% | -41.6% | -41.9% |
| 6M | +25.0% | +4.5% | +20.4% | +20.7% |
| YTD | +31.3% | +6.1% | +25.2% | +25.8% |
| 1Y | +45.4% | +10.6% | +34.9% | +36.0% |
| 3Y | -27.4% | +64.0% | -91.4% | -45.1% |
| 5Y | +58.5% | +133.7% | -75.3% | +1.3% |
| 10Y | +561.8% | +298.0% | +263.8% | +238.3% |
| All | +196.2% | +1,573.4% | -1,377.2% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling