+906.5%
PAAS vs AFL
+6,163.2%
-5,256.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -7.0% | +0.2% | -7.3% | -7.1% |
| 30D | -15.3% | +8.6% | -23.9% | -16.7% |
| 3M | -27.7% | +5.3% | -33.1% | -28.6% |
| 6M | -40.5% | +10.0% | -50.5% | -41.8% |
| YTD | -26.5% | +16.5% | -43.0% | -29.2% |
| 1Y | -0.8% | +12.7% | -13.5% | -3.8% |
| 3Y | +196.9% | +65.5% | +131.5% | +164.9% |
| 5Y | +49.2% | +148.5% | -99.3% | +22.1% |
| 10Y | +199.4% | +339.2% | -139.9% | +111.9% |
| All | +906.5% | +6,163.2% | -5,256.7% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling