+119.5%
RF vs AFL
+67.6%
+51.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +1.9% | +2.9% | -0.9% | +0.6% |
| 30D | +7.3% | +8.0% | -0.6% | +3.4% |
| 3M | -7.9% | +5.9% | -13.8% | -10.5% |
| 6M | +10.5% | +11.6% | -1.1% | +4.4% |
| YTD | +9.6% | +17.5% | -7.9% | +0.9% |
| 1Y | +20.3% | +13.3% | +7.0% | +12.7% |
| 3Y | +119.5% | +67.0% | +52.5% | +84.0% |
| All | +119.5% | +67.6% | +51.9% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling