+87.1%
PR vs AFL
+294.8%
-207.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +2.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.1% |
| 30D | +17.4% | -7.1% | +24.5% | +22.8% |
| 3M | +21.8% | +0.4% | +21.3% | +20.7% |
| 6M | +27.6% | +4.5% | +23.1% | +22.4% |
| YTD | +71.4% | +6.1% | +65.4% | +62.2% |
| 1Y | +78.3% | +10.6% | +67.8% | +63.4% |
| 3Y | +85.5% | +64.0% | +21.5% | +25.4% |
| 5Y | +422.7% | +133.7% | +288.9% | +178.2% |
| 10Y | +87.1% | +298.0% | -210.9% | +7.1% |
| All | +87.1% | +294.8% | -207.7% | +7.1% |
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