-27.6%
AAL vs AFL
+817.2%
-844.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.6% |
| 7D | -0.1% | +2.9% | -2.9% | -1.9% |
| 30D | +11.7% | +8.0% | +3.8% | +6.2% |
| 3M | -12.5% | +5.9% | -18.5% | -16.1% |
| 6M | +3.6% | +11.6% | -8.0% | -4.6% |
| YTD | -14.1% | +17.5% | -31.6% | -23.8% |
| 1Y | +0.8% | +13.3% | -12.5% | -8.6% |
| 3Y | +11.8% | +67.0% | -55.2% | -24.2% |
| 5Y | -35.1% | +150.6% | -185.7% | -66.5% |
| 10Y | -68.3% | +343.1% | -411.3% | -88.4% |
| All | -27.6% | +817.2% | -844.8% | -82.9% |
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