+499.9%
P vs AFL
+452.9%
+47.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.4% |
| 7D | -13.3% | +2.1% | -15.4% | -14.2% |
| 30D | -34.0% | +10.6% | -44.6% | -37.3% |
| 3M | +4.1% | +4.4% | -0.3% | +1.4% |
| 6M | +30.5% | +13.1% | +17.4% | +21.2% |
| YTD | +52.2% | +16.6% | +35.5% | +38.3% |
| 1Y | +10.3% | +13.8% | -3.5% | +1.2% |
| 3Y | +180.9% | +65.7% | +115.2% | +103.1% |
| 5Y | +259.7% | +153.1% | +106.6% | +100.4% |
| 10Y | +652.6% | +335.9% | +316.8% | +198.5% |
| All | +499.9% | +452.9% | +47.0% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling