-81.2%
PATH vs AFL
+166.5%
-247.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.6% |
| 7D | -5.3% | +0.1% | -5.5% | -5.4% |
| 30D | -0.5% | +10.0% | -10.6% | -4.5% |
| 3M | -7.1% | -1.6% | -5.6% | -6.8% |
| 6M | +23.8% | +10.5% | +13.3% | +18.1% |
| YTD | -20.7% | +14.3% | -34.9% | -25.7% |
| 1Y | -8.1% | +11.4% | -19.5% | -13.0% |
| 3Y | -21.8% | +62.4% | -84.3% | -40.9% |
| 5Y | -76.8% | +144.8% | -221.6% | -86.0% |
| All | -81.2% | +166.5% | -247.7% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling