+367.0%
PSX vs AFL
+131.0%
+236.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | +1.5% | -3.3% | +4.8% | +3.2% |
| 30D | +15.8% | -5.0% | +20.8% | +18.8% |
| 3M | +43.0% | -1.8% | +44.8% | +44.0% |
| 6M | +61.1% | +4.8% | +56.2% | +56.2% |
| YTD | +104.5% | +5.4% | +99.1% | +97.4% |
| 1Y | +102.5% | +9.0% | +93.5% | +91.6% |
| 3Y | +133.5% | +63.0% | +70.4% | +70.7% |
| 5Y | +367.0% | +134.5% | +232.5% | +141.9% |
| All | +367.0% | +131.0% | +236.0% | +141.9% |
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