+101.6%
PSX vs AFL
+9.8%
+91.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.7% | -1.6% | +3.4% | +2.1% |
| 30D | +15.6% | -4.0% | +19.7% | +16.7% |
| 3M | +46.5% | -0.5% | +47.0% | +46.1% |
| 6M | +55.0% | +6.5% | +48.5% | +52.4% |
| YTD | +105.3% | +6.2% | +99.1% | +100.8% |
| 1Y | +101.6% | +8.3% | +93.3% | +98.8% |
| All | +101.6% | +9.8% | +91.8% | +98.8% |
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