+158.7%
P vs AFL
+64.2%
+94.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.5% |
| 7D | +7.8% | -0.7% | +8.6% | +7.8% |
| 30D | +12.3% | -7.1% | +19.4% | +11.7% |
| 3M | +37.1% | +0.4% | +36.7% | +36.6% |
| 6M | +66.1% | +4.5% | +61.5% | +65.3% |
| YTD | +50.9% | +6.1% | +44.9% | +50.0% |
| 1Y | +27.2% | +10.6% | +16.7% | +25.6% |
| 3Y | +158.7% | +64.0% | +94.6% | +136.9% |
| All | +158.7% | +64.2% | +94.5% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling