-42.3%
ACN vs AFL
+62.4%
-104.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -7.9% | -3.3% | -4.6% | -6.8% |
| 30D | -1.1% | -5.0% | +3.9% | +0.6% |
| 3M | +5.6% | -1.8% | +7.4% | +6.3% |
| 6M | -9.9% | +4.8% | -14.8% | -11.3% |
| YTD | -32.3% | +5.4% | -37.8% | -33.5% |
| 1Y | -25.3% | +9.0% | -34.3% | -27.4% |
| All | -42.3% | +62.4% | -104.7% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling