+152.3%
W vs AFL
+300.4%
-148.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.5% |
| 7D | +0.5% | -3.3% | +3.8% | +2.7% |
| 30D | -5.6% | -5.0% | -0.6% | -2.7% |
| 3M | +41.9% | -1.8% | +43.7% | +42.2% |
| 6M | +30.2% | +4.8% | +25.4% | +24.5% |
| YTD | -2.9% | +5.4% | -8.4% | -8.1% |
| 1Y | +11.6% | +9.0% | +2.6% | +2.9% |
| 3Y | +37.0% | +63.0% | -26.1% | -9.7% |
| 5Y | -62.8% | +134.5% | -197.3% | -81.0% |
| All | +152.3% | +300.4% | -148.1% | -13.3% |
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