+16.9%
AEP vs AFL
+9.8%
+7.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -1.1% | -4.0% | +3.0% | -0.1% |
| 3M | -3.3% | -0.5% | -2.8% | -3.3% |
| 6M | -4.6% | +6.5% | -11.2% | -5.7% |
| YTD | +9.4% | +6.2% | +3.2% | +7.8% |
| 1Y | +16.9% | +8.3% | +8.7% | +14.6% |
| All | +16.9% | +9.8% | +7.1% | +14.6% |
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