-39.0%
U vs AFL
+259.0%
-298.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +17.5% | -6.2% | +23.6% | +19.5% |
| 3M | +38.7% | +2.2% | +36.6% | +37.5% |
| 6M | +104.4% | +5.3% | +99.1% | +100.2% |
| YTD | -5.7% | +8.0% | -13.6% | -8.8% |
| 1Y | +3.7% | +10.2% | -6.6% | -0.8% |
| 3Y | +12.3% | +67.1% | -54.8% | -10.5% |
| 5Y | -68.8% | +135.6% | -204.4% | -77.2% |
| All | -39.0% | +259.0% | -298.1% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling