+336.7%
RF vs AFL
+294.8%
+41.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | +0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +3.3% |
| 30D | -3.4% | -7.1% | +3.8% | +2.8% |
| 3M | +6.4% | +0.4% | +5.9% | +5.6% |
| 6M | +13.4% | +4.5% | +8.9% | +8.4% |
| YTD | +14.2% | +6.1% | +8.2% | +7.7% |
| 1Y | +15.7% | +10.6% | +5.1% | +5.0% |
| 3Y | +91.3% | +64.0% | +27.3% | +18.6% |
| 5Y | +89.8% | +133.7% | -44.0% | -14.2% |
| 10Y | +336.7% | +298.0% | +38.7% | +30.1% |
| All | +336.7% | +294.8% | +41.9% | +30.1% |
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