+44.1%
PL vs AFL
+168.2%
-124.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +5.6% | +2.1% | +3.5% | +4.9% |
| 30D | -16.9% | +10.6% | -27.5% | -19.6% |
| 3M | -38.2% | +4.4% | -42.6% | -39.2% |
| 6M | -63.4% | +13.1% | -76.6% | -65.4% |
| YTD | -27.6% | +16.6% | -44.3% | -33.1% |
| 1Y | +6.6% | +13.8% | -7.3% | -0.3% |
| 3Y | +557.6% | +65.7% | +492.0% | +418.7% |
| 5Y | +39.5% | +153.1% | -113.6% | -9.1% |
| All | +44.1% | +168.2% | -124.0% | -6.6% |
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