+26.4%
P vs AFL
+11.7%
+14.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +0.7% |
| 7D | +6.5% | +0.6% | +5.9% | +7.0% |
| 30D | +18.8% | -6.2% | +25.0% | +13.2% |
| 3M | +26.7% | +2.2% | +24.6% | +28.7% |
| 6M | +62.2% | +5.3% | +56.9% | +66.3% |
| YTD | +48.5% | +8.0% | +40.5% | +56.4% |
| 1Y | +26.4% | +10.2% | +16.2% | +36.8% |
| All | +26.4% | +11.7% | +14.7% | +36.8% |
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 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