-49.3%
TE vs AFL
+133.8%
-183.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | +0.2% | -1.6% | +1.9% | +0.7% |
| 30D | -5.9% | -4.0% | -1.9% | -4.8% |
| 3M | -45.6% | -0.5% | -45.1% | -46.3% |
| 6M | -43.4% | +6.5% | -49.9% | -46.2% |
| YTD | -31.0% | +6.2% | -37.2% | -34.5% |
| 1Y | +145.2% | +8.3% | +136.9% | +129.1% |
| 3Y | -24.1% | +62.5% | -86.6% | -44.7% |
| All | -49.3% | +133.8% | -183.1% | -71.9% |
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 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