+1,435.1%
RF vs AFL
+20,171.4%
-18,736.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +7.0% | +9.3% | -2.3% | +1.4% |
| 3M | -7.0% | +1.0% | -8.0% | -7.7% |
| 6M | +6.8% | +11.8% | -5.1% | -0.6% |
| YTD | +9.9% | +15.3% | -5.4% | +0.4% |
| 1Y | +21.1% | +12.1% | +9.1% | +12.5% |
| 3Y | +119.6% | +65.0% | +54.7% | +59.3% |
| 5Y | +46.2% | +149.1% | -103.0% | -15.9% |
| 10Y | +261.5% | +340.9% | -79.4% | +54.1% |
| All | +1,435.1% | +20,171.4% | -18,736.2% | +184.0% |
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 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