+50.8%
PAAS vs AFL
+10.3%
+40.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.5% |
| 7D | +2.6% | -2.1% | +4.8% | +1.2% |
| 30D | +2.5% | -5.4% | +7.9% | -1.0% |
| 3M | +15.1% | -0.3% | +15.3% | +14.5% |
| 6M | -12.1% | +5.2% | -17.3% | -10.7% |
| YTD | +3.1% | +5.7% | -2.6% | +4.6% |
| 1Y | +50.8% | +10.2% | +40.6% | +53.4% |
| All | +50.8% | +10.3% | +40.6% | +53.4% |
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