+196.7%
W vs AFL
+487.8%
-291.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | +0.2% | +2.9% | -2.7% | -1.6% |
| 30D | +6.8% | +8.0% | -1.1% | +1.6% |
| 3M | +10.7% | +5.9% | +4.8% | +6.2% |
| 6M | +86.3% | +11.6% | +74.7% | +71.1% |
| YTD | +11.5% | +17.5% | -6.1% | -1.6% |
| 1Y | +5.1% | +13.3% | -8.2% | -4.9% |
| 3Y | +171.0% | +67.0% | +104.0% | +79.1% |
| 5Y | -56.6% | +150.6% | -207.3% | -78.3% |
| 10Y | +213.4% | +343.1% | -129.7% | -2.4% |
| All | +196.7% | +487.8% | -291.1% | -29.8% |
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 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