+17.5%
P vs AFL
+18.6%
-1.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -4.1% |
| 7D | -19.4% | +2.9% | -22.3% | -17.1% |
| 30D | -22.3% | +11.5% | -33.8% | -14.4% |
| 3M | +33.2% | +0.6% | +32.6% | +35.9% |
| 6M | +53.6% | +11.7% | +41.9% | +67.9% |
| YTD | +66.8% | +15.4% | +51.4% | +87.1% |
| 1Y | +17.5% | +17.6% | 0.0% | +34.9% |
| All | +17.5% | +18.6% | -1.1% | +34.9% |
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