-27.8%
AAL vs AFL
+742.4%
-770.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.9% |
| 7D | -3.7% | +0.6% | -4.3% | -4.1% |
| 30D | -20.8% | -6.2% | -14.6% | -17.5% |
| 3M | -1.3% | +2.2% | -3.5% | -3.3% |
| 6M | +5.4% | +5.3% | +0.1% | +0.8% |
| YTD | -14.4% | +8.0% | -22.3% | -19.5% |
| 1Y | +2.1% | +10.2% | -8.1% | -5.7% |
| 3Y | -10.6% | +67.1% | -77.6% | -39.4% |
| 5Y | -32.2% | +135.6% | -167.8% | -63.6% |
| 10Y | -62.7% | +299.4% | -362.1% | -85.4% |
| All | -27.8% | +742.4% | -770.3% | -81.9% |
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