+68.3%
T vs AFL
+131.0%
-62.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.4% | -3.3% | +0.8% | -1.3% |
| 30D | +4.3% | -5.0% | +9.3% | +6.1% |
| 3M | +11.6% | -1.8% | +13.3% | +12.3% |
| 6M | -5.6% | +4.8% | -10.4% | -7.2% |
| YTD | +6.6% | +5.4% | +1.1% | +4.5% |
| 1Y | -8.4% | +9.0% | -17.4% | -11.2% |
| 3Y | +107.8% | +63.0% | +44.8% | +73.1% |
| 5Y | +68.3% | +134.5% | -66.2% | +17.1% |
| All | +68.3% | +131.0% | -62.7% | +17.1% |
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 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