+18.4%
U vs AFL
+18.6%
-0.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +5.5% |
| 7D | +7.5% | +2.9% | +4.6% | +9.4% |
| 30D | -7.0% | +11.5% | -18.5% | -0.9% |
| 3M | +20.6% | +0.6% | +19.9% | +21.3% |
| 6M | +53.2% | +11.7% | +41.5% | +66.5% |
| YTD | -3.9% | +15.4% | -19.3% | +6.0% |
| 1Y | +18.4% | +17.6% | +0.8% | +31.6% |
| All | +18.4% | +18.6% | -0.2% | +31.6% |
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