-52.3%
TEAM vs AFL
+133.8%
-186.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -5.2% | -1.6% | -3.6% | -4.7% |
| 30D | +15.8% | -4.0% | +19.8% | +17.1% |
| 3M | +101.5% | -0.5% | +102.0% | +101.0% |
| 6M | +138.2% | +6.5% | +131.6% | +131.6% |
| YTD | +10.8% | +6.2% | +4.7% | +7.7% |
| 1Y | +1.7% | +8.3% | -6.6% | -2.0% |
| 3Y | -16.0% | +62.5% | -78.6% | -31.6% |
| All | -52.3% | +133.8% | -186.1% | -68.5% |
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 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