+2,361.1%
ACN vs AFL
+1,241.1%
+1,120.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -4.0% | +1.4% | -5.5% | -4.5% |
| 30D | +19.0% | +9.7% | +9.3% | +15.6% |
| 3M | +42.2% | +5.5% | +36.7% | +39.7% |
| 6M | +50.1% | +11.2% | +38.9% | +45.2% |
| YTD | -2.7% | +17.1% | -19.8% | -7.5% |
| 1Y | +7.6% | +14.0% | -6.5% | +3.1% |
| 3Y | -15.9% | +66.3% | -82.1% | -29.1% |
| 5Y | -24.4% | +152.7% | -177.1% | -44.2% |
| 10Y | +151.4% | +341.3% | -190.0% | +52.6% |
| All | +2,361.1% | +1,241.1% | +1,120.1% | +683.3% |
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 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