+1,269.9%
PAAS vs AFL
+5,702.7%
-4,432.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +6.8% | -6.2% | +13.0% | +8.0% |
| 3M | -2.9% | +2.2% | -5.1% | -3.6% |
| 6M | -16.4% | +5.3% | -21.7% | -17.6% |
| YTD | 0.0% | +8.0% | -7.9% | -2.1% |
| 1Y | +54.3% | +10.2% | +44.1% | +50.2% |
| 3Y | +230.7% | +67.1% | +163.6% | +194.5% |
| 5Y | +111.6% | +135.6% | -24.0% | +75.2% |
| 10Y | +211.7% | +299.4% | -87.7% | +125.0% |
| All | +1,269.9% | +5,702.7% | -4,432.9% | +536.1% |
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