+67.7%
V vs AFL
+133.0%
-65.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.9% | -2.1% | -0.8% | -1.9% |
| 30D | +1.9% | -5.4% | +7.3% | +4.7% |
| 3M | +13.2% | -0.3% | +13.5% | +13.2% |
| 6M | +16.7% | +5.2% | +11.5% | +13.5% |
| YTD | +5.4% | +5.7% | -0.3% | +2.2% |
| 1Y | +7.7% | +10.2% | -2.6% | +2.2% |
| 3Y | +52.0% | +63.4% | -11.4% | +17.0% |
| 5Y | +67.7% | +133.0% | -65.3% | -0.2% |
| All | +67.7% | +133.0% | -65.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling