+356.2%
TPR vs AFL
+339.8%
+16.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.8% |
| 7D | -0.3% | +2.9% | -3.2% | -2.3% |
| 30D | +15.1% | +8.0% | +7.2% | +8.9% |
| 3M | +3.5% | +5.9% | -2.4% | -0.8% |
| 6M | +0.4% | +11.6% | -11.2% | -8.0% |
| YTD | +4.6% | +17.5% | -12.9% | -8.0% |
| 1Y | +33.1% | +13.3% | +19.8% | +20.1% |
| 3Y | +396.0% | +67.0% | +329.0% | +213.3% |
| 5Y | +230.3% | +150.6% | +79.6% | +45.3% |
| All | +356.2% | +339.8% | +16.4% | +43.0% |
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