-81.0%
PATH vs AFL
+171.8%
-252.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -1.1% | +8.6% | -9.8% | -4.5% |
| 3M | -14.2% | +5.3% | -19.5% | -16.1% |
| 6M | +30.9% | +10.0% | +20.8% | +25.2% |
| YTD | -20.1% | +16.5% | -36.6% | -25.7% |
| 1Y | -8.1% | +12.7% | -20.8% | -13.4% |
| 3Y | -24.3% | +65.5% | -89.8% | -43.2% |
| 5Y | -75.6% | +148.5% | -224.1% | -85.4% |
| All | -81.0% | +171.8% | -252.8% | -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