+10.1%
ACN vs AFL
+16.4%
-6.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.1% |
| 7D | +7.3% | +2.2% | +5.1% | +6.0% |
| 30D | +38.2% | +11.1% | +27.1% | +31.1% |
| 3M | +56.6% | +1.0% | +55.5% | +55.9% |
| 6M | +51.1% | +11.4% | +39.7% | +43.9% |
| YTD | +1.7% | +16.3% | -14.6% | -5.0% |
| 1Y | +10.1% | +15.9% | -5.8% | +3.3% |
| All | +10.1% | +16.4% | -6.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling