+256.3%
P vs AFL
+148.4%
+107.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.1% |
| 7D | -9.6% | +0.5% | -10.1% | -9.7% |
| 30D | -33.4% | +9.3% | -42.8% | -34.7% |
| 3M | +14.2% | +1.0% | +13.2% | +13.9% |
| 6M | +31.6% | +11.8% | +19.7% | +27.2% |
| YTD | +53.5% | +15.3% | +38.1% | +46.3% |
| 1Y | +14.2% | +12.1% | +2.1% | +9.8% |
| 3Y | +190.5% | +65.0% | +125.5% | +130.5% |
| 5Y | +256.3% | +149.1% | +107.2% | +110.2% |
| All | +256.3% | +148.4% | +107.9% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling