+126.3%
PAAS vs AFL
+133.0%
-6.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +2.6% | -2.1% | +4.8% | +3.0% |
| 30D | +2.5% | -5.4% | +7.9% | +3.4% |
| 3M | +15.1% | -0.3% | +15.3% | +14.6% |
| 6M | -12.1% | +5.2% | -17.3% | -13.7% |
| YTD | +3.1% | +5.7% | -2.6% | +0.6% |
| 1Y | +50.8% | +10.2% | +40.6% | +45.2% |
| 3Y | +259.5% | +63.4% | +196.1% | +204.2% |
| 5Y | +126.3% | +133.0% | -6.7% | +65.5% |
| All | +126.3% | +133.0% | -6.7% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling