+306.7%
TPR vs AFL
+297.3%
+9.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -7.3% | -2.1% | -5.2% | -5.8% |
| 30D | -30.7% | -5.4% | -25.3% | -27.9% |
| 3M | -21.6% | -0.3% | -21.4% | -21.8% |
| 6M | -21.3% | +5.2% | -26.5% | -24.9% |
| YTD | -10.2% | +5.7% | -15.8% | -14.6% |
| 1Y | +9.5% | +10.2% | -0.7% | +0.3% |
| 3Y | +280.8% | +63.4% | +217.4% | +142.2% |
| 5Y | +218.7% | +133.0% | +85.7% | +47.6% |
| 10Y | +306.7% | +299.5% | +7.1% | +35.4% |
| All | +306.7% | +297.3% | +9.4% | +35.4% |
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