-35.7%
U vs AFL
+253.1%
-288.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +5.5% | -1.6% | +7.2% | +6.0% |
| 30D | -1.3% | -4.0% | +2.8% | -0.2% |
| 3M | +64.6% | -0.5% | +65.1% | +64.5% |
| 6M | +119.4% | +6.5% | +112.8% | +113.9% |
| YTD | -0.5% | +6.2% | -6.7% | -3.3% |
| 1Y | +1.3% | +8.3% | -7.0% | -2.6% |
| 3Y | +15.6% | +62.5% | -46.9% | -7.0% |
| 5Y | -67.5% | +136.2% | -203.6% | -75.9% |
| All | -35.7% | +253.1% | -288.8% | -41.8% |
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