+696.9%
P vs AFL
+297.3%
+399.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +5.0% | -2.1% | +7.1% | +6.1% |
| 30D | -0.9% | -5.4% | +4.5% | +1.6% |
| 3M | +38.7% | -0.3% | +38.9% | +37.7% |
| 6M | +54.4% | +5.2% | +49.2% | +49.0% |
| YTD | +44.8% | +5.7% | +39.2% | +38.7% |
| 1Y | +22.5% | +10.2% | +12.3% | +14.0% |
| 3Y | +148.2% | +63.4% | +84.8% | +79.8% |
| 5Y | +268.9% | +133.0% | +135.9% | +113.9% |
| 10Y | +696.9% | +299.5% | +397.3% | +228.6% |
| All | +696.9% | +297.3% | +399.6% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling