+7.3%
PL vs AFL
+12.8%
-5.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.9% | +13.6% | +15.5% |
| 7D | +10.9% | +0.5% | +10.4% | +11.6% |
| 30D | -16.4% | +9.3% | -25.7% | -7.9% |
| 3M | -39.9% | +1.0% | -40.9% | -39.1% |
| 6M | -63.2% | +11.8% | -75.0% | -58.2% |
| YTD | -27.1% | +15.3% | -42.5% | -17.8% |
| All | +7.3% | +12.8% | -5.5% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling