+415.3%
PR vs AFL
+135.6%
+279.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | +18.0% | -6.2% | +24.2% | +22.8% |
| 3M | +16.9% | +2.2% | +14.7% | +14.1% |
| 6M | +28.2% | +5.3% | +22.9% | +22.1% |
| YTD | +69.3% | +8.0% | +61.4% | +57.5% |
| 1Y | +69.5% | +10.2% | +59.3% | +54.5% |
| 3Y | +81.7% | +67.1% | +14.6% | +8.6% |
| All | +415.3% | +135.6% | +279.6% | +91.4% |
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