+2,217.8%
AEP vs AFL
+18,474.8%
-16,257.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.9% | -2.1% | +3.0% | +1.3% |
| 30D | +1.5% | -5.4% | +6.9% | +2.6% |
| 3M | -1.7% | -0.3% | -1.4% | -1.7% |
| 6M | -4.0% | +5.2% | -9.2% | -5.1% |
| YTD | +10.6% | +5.7% | +4.9% | +9.2% |
| 1Y | +18.6% | +10.2% | +8.4% | +16.1% |
| 3Y | +78.7% | +63.4% | +15.3% | +61.0% |
| 5Y | +65.1% | +133.0% | -67.9% | +38.1% |
| 10Y | +177.7% | +299.5% | -121.8% | +103.8% |
| All | +2,217.8% | +18,474.8% | -16,257.0% | +793.7% |
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