+148.6%
TE vs AFL
+11.7%
+137.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.2% |
| 7D | -4.0% | +0.6% | -4.6% | -3.4% |
| 30D | -15.9% | -6.2% | -9.7% | -22.0% |
| 3M | -60.5% | +2.2% | -62.7% | -59.6% |
| 6M | -35.2% | +5.3% | -40.5% | -33.0% |
| YTD | -31.1% | +8.0% | -39.1% | -25.4% |
| 1Y | +148.6% | +10.2% | +138.4% | +161.9% |
| All | +148.6% | +11.7% | +137.0% | +161.9% |
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