+214.8%
TER vs AFL
+10.4%
+204.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.8% |
| 7D | +9.4% | -3.3% | +12.7% | +5.8% |
| 30D | -2.4% | -5.0% | +2.5% | -7.4% |
| 3M | +6.5% | -1.8% | +8.3% | +5.5% |
| 6M | +23.2% | +4.8% | +18.3% | +25.9% |
| YTD | +91.5% | +5.4% | +86.1% | +96.9% |
| 1Y | +214.8% | +9.0% | +205.8% | +246.5% |
| All | +214.8% | +10.4% | +204.4% | +246.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling