+62.4%
AFL vs ABCL
+156.0%
-93.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.5% | -1.6% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +10.0% | -7.4% | +17.4% | +10.0% |
| 3M | -1.6% | +81.9% | -83.5% | -0.2% |
| 6M | +10.5% | +135.7% | -125.2% | +12.5% |
| YTD | +14.3% | +247.4% | -233.1% | +16.8% |
| 1Y | +11.4% | +162.3% | -150.9% | +13.9% |
| 3Y | +62.4% | +165.5% | -103.0% | +63.1% |
| All | +62.4% | +156.0% | -93.6% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling