+401.5%
TPR vs AFL
+64.6%
+336.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | +17.1% | +10.0% | +7.0% | +15.0% |
| 3M | -17.7% | -1.6% | -16.2% | -17.5% |
| 6M | -10.2% | +10.5% | -20.7% | -12.0% |
| YTD | +4.9% | +14.3% | -9.4% | +2.2% |
| 1Y | +36.1% | +11.4% | +24.7% | +33.1% |
| All | +401.5% | +64.6% | +336.9% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling