+995.4%
TER vs AFL
+339.8%
+655.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | +14.4% | +2.9% | +11.5% | +13.1% |
| 30D | -30.6% | +8.0% | -38.5% | -33.0% |
| 3M | -39.2% | +5.9% | -45.1% | -41.0% |
| 6M | -31.3% | +11.6% | -42.9% | -35.7% |
| YTD | +29.1% | +17.5% | +11.5% | +17.2% |
| 1Y | +47.4% | +13.3% | +34.2% | +36.0% |
| 3Y | +191.2% | +67.0% | +124.2% | +114.5% |
| 5Y | +74.0% | +150.6% | -76.7% | +2.4% |
| All | +995.4% | +339.8% | +655.6% | +401.8% |
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