+26.1%
PAAS vs AFL
+18.6%
+7.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.3% | +9.0% |
| 7D | -1.1% | +2.9% | -4.0% | +0.7% |
| 30D | -8.5% | +11.5% | -19.9% | -1.9% |
| 3M | -7.3% | +0.6% | -7.9% | -6.9% |
| 6M | -18.3% | +11.7% | -30.0% | -12.9% |
| YTD | -19.2% | +15.4% | -34.6% | -13.8% |
| 1Y | +26.1% | +17.6% | +8.6% | +35.7% |
| All | +26.1% | +18.6% | +7.6% | +35.7% |
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