-35.2%
AAL vs AFL
+149.6%
-184.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.6% |
| 7D | -0.1% | +2.9% | -2.9% | -1.8% |
| 30D | +11.7% | +8.0% | +3.8% | +6.7% |
| 3M | -12.5% | +5.9% | -18.5% | -15.7% |
| 6M | +3.6% | +11.6% | -8.0% | -4.0% |
| YTD | -14.1% | +17.5% | -31.6% | -23.3% |
| 1Y | +0.8% | +13.3% | -12.5% | -7.9% |
| 3Y | +11.8% | +67.0% | -55.2% | -26.0% |
| All | -35.2% | +149.6% | -184.8% | -73.3% |
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 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