+70.3%
T vs AFL
+303.3%
-233.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | +7.5% | -4.0% | +11.5% | +9.0% |
| 3M | +14.8% | -0.5% | +15.3% | +15.0% |
| 6M | -1.7% | +6.5% | -8.3% | -4.2% |
| YTD | +8.7% | +6.2% | +2.5% | +6.1% |
| 1Y | -7.5% | +8.3% | -15.7% | -10.4% |
| 3Y | +110.2% | +62.5% | +47.7% | +72.9% |
| 5Y | +71.6% | +136.2% | -64.5% | +21.0% |
| All | +70.3% | +303.3% | -233.0% | +3.5% |
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