+93.1%
ACN vs AFL
+303.3%
-210.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | -1.5% | -1.6% | +0.1% | -0.8% |
| 30D | +2.1% | -4.0% | +6.1% | +3.8% |
| 3M | +11.1% | -0.5% | +11.6% | +11.4% |
| 6M | -6.8% | +6.5% | -13.4% | -9.4% |
| YTD | -30.0% | +6.2% | -36.2% | -32.0% |
| 1Y | -23.1% | +8.3% | -31.4% | -25.9% |
| 3Y | -40.4% | +62.5% | -102.9% | -52.7% |
| 5Y | -41.6% | +136.2% | -177.7% | -61.0% |
| All | +93.1% | +303.3% | -210.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling