+21.1%
PL vs AFL
+143.8%
-122.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.1% | +10.9% |
| 7D | -6.8% | +0.1% | -7.0% | -7.0% |
| 30D | -29.3% | +10.0% | -39.3% | -31.8% |
| 3M | -44.8% | -1.6% | -43.2% | -44.6% |
| 6M | -68.4% | +10.5% | -78.9% | -70.0% |
| YTD | -36.4% | +14.3% | -50.6% | -41.2% |
| 1Y | +0.7% | +11.4% | -10.7% | -5.8% |
| 3Y | +455.3% | +62.4% | +392.9% | +326.5% |
| All | +21.1% | +143.8% | -122.6% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling