-81.2%
PATH vs AFL
+169.0%
-250.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | -3.7% | +9.3% | -13.0% | -7.3% |
| 3M | -13.8% | +1.0% | -14.7% | -14.3% |
| 6M | +20.3% | +11.8% | +8.4% | +14.2% |
| YTD | -20.8% | +15.3% | -36.1% | -26.1% |
| 1Y | -9.2% | +12.1% | -21.3% | -14.3% |
| 3Y | -21.8% | +65.0% | -86.7% | -41.3% |
| 5Y | -77.4% | +149.1% | -226.6% | -86.4% |
| All | -81.2% | +169.0% | -250.2% | -87.5% |
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 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