+1,622.6%
T vs AFL
+20,558.3%
-18,935.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.5% | +2.9% | -0.3% | +1.8% |
| 30D | -3.8% | +8.0% | -11.7% | -5.5% |
| 3M | -8.7% | +5.9% | -14.7% | -10.0% |
| 6M | -8.1% | +11.6% | -19.8% | -10.5% |
| YTD | -6.4% | +17.5% | -24.0% | -10.1% |
| 1Y | -9.8% | +13.3% | -23.0% | -12.5% |
| 3Y | +65.5% | +67.0% | -1.5% | +45.3% |
| 5Y | +57.0% | +150.6% | -93.7% | +24.4% |
| 10Y | +60.8% | +343.1% | -282.3% | +9.3% |
| All | +1,622.6% | +20,558.3% | -18,935.7% | +378.4% |
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