+494.4%
TEAM vs AFL
+303.3%
+191.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -5.2% | -1.6% | -3.6% | -4.8% |
| 30D | +15.8% | -4.0% | +19.8% | +16.7% |
| 3M | +101.5% | -0.5% | +102.0% | +101.3% |
| 6M | +138.2% | +6.5% | +131.6% | +134.0% |
| YTD | +10.8% | +6.2% | +4.7% | +8.9% |
| 1Y | +1.7% | +8.3% | -6.6% | -0.7% |
| 3Y | -16.0% | +62.5% | -78.6% | -25.5% |
| 5Y | -52.7% | +136.2% | -188.9% | -61.6% |
| All | +494.4% | +303.3% | +191.2% | +343.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling