+782.8%
PH vs AFL
+300.4%
+482.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -3.1% | -3.3% | +0.2% | -0.8% |
| 30D | -11.8% | -5.0% | -6.8% | -8.5% |
| 3M | +6.9% | -1.8% | +8.7% | +7.8% |
| 6M | -1.3% | +4.8% | -6.1% | -5.4% |
| YTD | +7.0% | +5.4% | +1.5% | +1.8% |
| 1Y | +23.1% | +9.0% | +14.1% | +14.0% |
| 3Y | +135.4% | +63.0% | +72.3% | +54.6% |
| 5Y | +250.3% | +134.5% | +115.8% | +69.9% |
| All | +782.8% | +300.4% | +482.4% | +192.7% |
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