+45.2%
PL vs AFL
+165.1%
-120.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.9% | +13.6% | +14.2% |
| 7D | +10.9% | +0.5% | +10.4% | +10.6% |
| 30D | -16.4% | +9.3% | -25.7% | -18.8% |
| 3M | -39.9% | +1.0% | -40.9% | -40.3% |
| 6M | -63.2% | +11.8% | -75.0% | -65.0% |
| YTD | -27.1% | +15.3% | -42.5% | -32.4% |
| 1Y | +12.2% | +12.1% | +0.1% | +5.5% |
| 3Y | +584.3% | +65.0% | +519.3% | +439.8% |
| 5Y | +37.0% | +149.1% | -112.2% | -10.4% |
| All | +45.2% | +165.1% | -120.0% | -5.7% |
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