+252.0%
PAAS vs AFL
+62.8%
+189.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | +2.6% | -2.1% | +4.8% | +2.7% |
| 30D | +2.5% | -5.4% | +7.9% | +2.5% |
| 3M | +15.1% | -0.3% | +15.3% | +14.5% |
| 6M | -12.1% | +5.2% | -17.3% | -13.2% |
| YTD | +3.1% | +5.7% | -2.6% | +1.3% |
| 1Y | +50.8% | +10.2% | +40.6% | +46.7% |
| All | +252.0% | +62.8% | +189.2% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling