+28.6%
P vs AFL
+13.6%
+15.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.1% |
| 7D | +11.6% | +2.9% | +8.8% | +14.6% |
| 30D | -23.7% | +8.0% | -31.6% | -17.8% |
| 3M | -8.0% | +5.9% | -13.9% | -1.8% |
| 6M | +27.9% | +11.6% | +16.3% | +41.3% |
| YTD | +61.2% | +17.5% | +43.6% | +84.1% |
| 1Y | +28.6% | +13.3% | +15.3% | +39.3% |
| All | +28.6% | +13.6% | +15.0% | +39.3% |
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 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