+196.2%
PAAS vs AFL
+339.8%
-143.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -8.9% | +2.9% | -11.8% | -9.4% |
| 30D | -11.4% | +8.0% | -19.4% | -12.8% |
| 3M | -20.4% | +5.9% | -26.3% | -21.5% |
| 6M | -40.7% | +11.6% | -52.3% | -42.3% |
| YTD | -26.9% | +17.5% | -44.5% | -30.0% |
| 1Y | -3.1% | +13.3% | -16.3% | -6.4% |
| 3Y | +199.3% | +67.0% | +132.2% | +161.4% |
| 5Y | +48.3% | +150.6% | -102.4% | +16.7% |
| All | +196.2% | +339.8% | -143.6% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling