-62.3%
W vs AFL
+133.0%
-195.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +5.9% | -2.1% | +8.0% | +7.1% |
| 30D | -3.0% | -5.4% | +2.4% | -0.3% |
| 3M | +40.3% | -0.3% | +40.6% | +39.0% |
| 6M | +32.2% | +5.2% | +27.0% | +26.4% |
| YTD | -0.3% | +5.7% | -6.0% | -5.5% |
| 1Y | +16.2% | +10.2% | +5.9% | +6.7% |
| 3Y | +40.7% | +63.4% | -22.7% | -12.1% |
| 5Y | -62.3% | +133.0% | -195.4% | -82.4% |
| All | -62.3% | +133.0% | -195.4% | -82.4% |
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