+624.5%
P vs AFL
+338.1%
+286.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.3% |
| 7D | -4.7% | +1.4% | -6.2% | -5.4% |
| 30D | -31.4% | +9.7% | -41.1% | -34.6% |
| 3M | -2.6% | +5.5% | -8.2% | -5.6% |
| 6M | +21.9% | +11.2% | +10.7% | +14.2% |
| YTD | +58.9% | +17.1% | +41.9% | +44.3% |
| 1Y | +21.7% | +14.0% | +7.7% | +11.7% |
| 3Y | +193.3% | +66.3% | +127.0% | +112.0% |
| 5Y | +275.1% | +152.7% | +122.5% | +109.4% |
| All | +624.5% | +338.1% | +286.4% | +189.3% |
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