-24.5%
TE vs AFL
+62.4%
-86.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | +0.9% | -3.3% | +4.2% | +1.0% |
| 30D | -16.3% | -5.0% | -11.3% | -16.1% |
| 3M | -40.8% | -1.8% | -39.0% | -41.3% |
| 6M | -42.6% | +4.8% | -47.4% | -44.4% |
| YTD | -31.4% | +5.4% | -36.9% | -33.7% |
| 1Y | +144.9% | +9.0% | +135.9% | +132.2% |
| All | -24.5% | +62.4% | -86.9% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling