+191.2%
AFL vs ABCL
-82.9%
+274.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.2% |
| 7D | -3.3% | -9.6% | +6.3% | -3.2% |
| 30D | -5.0% | +7.2% | -12.1% | -5.1% |
| 3M | -1.8% | +105.5% | -107.3% | -2.7% |
| 6M | +4.8% | +193.0% | -188.2% | +3.0% |
| YTD | +5.4% | +205.8% | -200.4% | +3.4% |
| 1Y | +9.0% | +144.4% | -135.4% | +7.1% |
| 3Y | +63.0% | +93.3% | -30.3% | +59.2% |
| 5Y | +134.5% | -44.9% | +179.4% | +133.1% |
| All | +191.2% | -82.9% | +274.1% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling