+1,697.2%
ACN vs AFL
+1,136.6%
+560.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +9.4% | -6.2% | +15.5% | +11.4% |
| 3M | +5.6% | +2.2% | +3.5% | +4.9% |
| 6M | -9.3% | +5.3% | -14.5% | -10.8% |
| YTD | -29.0% | +8.0% | -36.9% | -30.7% |
| 1Y | -24.7% | +10.2% | -34.9% | -27.1% |
| 3Y | -39.8% | +67.1% | -106.9% | -49.4% |
| 5Y | -40.9% | +135.6% | -176.5% | -55.5% |
| 10Y | +91.1% | +299.4% | -208.2% | +19.6% |
| All | +1,697.2% | +1,136.6% | +560.6% | +486.5% |
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