+165.0%
W vs AFL
+430.4%
-265.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.7% |
| 7D | +6.5% | -0.7% | +7.2% | +7.0% |
| 30D | -6.2% | -7.1% | +0.9% | -1.9% |
| 3M | +48.9% | +0.4% | +48.4% | +47.0% |
| 6M | +31.2% | +4.5% | +26.7% | +25.8% |
| YTD | -0.4% | +6.1% | -6.5% | -6.0% |
| 1Y | +14.8% | +10.6% | +4.3% | +5.1% |
| 3Y | +40.5% | +64.0% | -23.5% | -6.6% |
| 5Y | -62.1% | +133.7% | -195.9% | -80.2% |
| 10Y | +141.5% | +298.0% | -156.5% | -19.3% |
| All | +165.0% | +430.4% | -265.4% | -32.9% |
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