+79.9%
PL vs AFL
+143.8%
-63.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -7.5% | -0.7% | -6.8% | -7.3% |
| 30D | -25.6% | -7.1% | -18.5% | -23.8% |
| 3M | -45.6% | +0.4% | -46.0% | -46.0% |
| 6M | -29.5% | +4.5% | -34.1% | -31.7% |
| YTD | -9.7% | +6.1% | -15.8% | -13.7% |
| 1Y | +84.4% | +10.6% | +73.8% | +72.7% |
| 3Y | +550.0% | +64.0% | +486.0% | +410.9% |
| 5Y | +79.0% | +133.7% | -54.7% | +20.4% |
| All | +79.9% | +143.8% | -63.9% | +20.3% |
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