+76.8%
AEP vs AFL
+62.4%
+14.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -1.0% | -3.3% | +2.3% | -0.1% |
| 30D | -0.1% | -5.0% | +4.9% | +1.3% |
| 3M | -3.2% | -1.8% | -1.4% | -2.8% |
| 6M | -5.3% | +4.8% | -10.1% | -6.6% |
| YTD | +9.5% | +5.4% | +4.1% | +7.7% |
| 1Y | +17.5% | +9.0% | +8.5% | +14.3% |
| All | +76.8% | +62.4% | +14.5% | +50.6% |
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 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