+32.4%
TPR vs AFL
+13.7%
+18.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.4% | +1.4% | +5.0% | +5.9% |
| 30D | +13.8% | +9.7% | +4.1% | +10.7% |
| 3M | -16.6% | +5.5% | -22.1% | -18.1% |
| 6M | +0.7% | +11.2% | -10.5% | -2.9% |
| YTD | +5.3% | +17.1% | -11.7% | +1.0% |
| 1Y | +32.4% | +14.0% | +18.3% | +25.5% |
| All | +32.4% | +13.7% | +18.6% | +25.5% |
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