+1,112.1%
PSX vs AFL
+669.3%
+442.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.9% |
| 7D | +4.5% | +0.6% | +3.9% | +4.1% |
| 30D | +26.6% | -6.2% | +32.8% | +32.2% |
| 3M | +39.3% | +2.2% | +37.1% | +36.7% |
| 6M | +56.8% | +5.3% | +51.5% | +50.0% |
| YTD | +101.8% | +8.0% | +93.9% | +89.2% |
| 1Y | +99.6% | +10.2% | +89.4% | +83.8% |
| 3Y | +140.3% | +67.1% | +73.3% | +57.7% |
| 5Y | +339.3% | +135.6% | +203.7% | +116.9% |
| 10Y | +369.9% | +299.4% | +70.5% | +57.6% |
| All | +1,112.1% | +669.3% | +442.8% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling