+127.8%
AAPL vs AFL
+133.8%
-6.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +3.8% | -1.6% | +5.5% | +4.5% |
| 30D | +9.9% | -4.0% | +14.0% | +11.7% |
| 3M | +12.5% | -0.5% | +13.0% | +12.5% |
| 6M | +27.6% | +6.5% | +21.1% | +23.9% |
| YTD | +22.6% | +6.2% | +16.4% | +19.0% |
| 1Y | +45.0% | +8.3% | +36.7% | +39.3% |
| 3Y | +87.8% | +62.5% | +25.2% | +47.3% |
| All | +127.8% | +133.8% | -6.0% | +42.8% |
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 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