-9.1%
T vs AFL
+11.7%
-20.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +11.4% | -6.2% | +17.5% | +13.8% |
| 3M | +14.3% | +2.2% | +12.1% | +13.9% |
| 6M | -9.3% | +5.3% | -14.5% | -10.0% |
| YTD | +7.1% | +8.0% | -0.8% | +4.8% |
| 1Y | -9.1% | +10.2% | -19.3% | -12.1% |
| All | -9.1% | +11.7% | -20.8% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling