+57.8%
T vs AFL
+149.6%
-91.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +2.5% | +2.9% | -0.3% | +1.5% |
| 30D | -3.8% | +8.0% | -11.7% | -6.3% |
| 3M | -8.7% | +5.9% | -14.7% | -10.6% |
| 6M | -8.1% | +11.6% | -19.8% | -11.5% |
| YTD | -6.4% | +17.5% | -24.0% | -11.6% |
| 1Y | -9.8% | +13.3% | -23.0% | -13.6% |
| 3Y | +65.5% | +67.0% | -1.5% | +37.7% |
| All | +57.8% | +149.6% | -91.8% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling