+133.0%
AFL vs ALC
-17.4%
+150.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.1% | -5.3% | +3.1% | -0.9% |
| 30D | -5.4% | -7.1% | +1.6% | -3.9% |
| 3M | -0.3% | +0.8% | -1.0% | -0.7% |
| 6M | +5.2% | -16.0% | +21.2% | +9.1% |
| YTD | +5.7% | -12.7% | +18.4% | +8.4% |
| 1Y | +10.2% | -12.8% | +23.1% | +12.8% |
| 3Y | +63.4% | -15.8% | +79.3% | +67.0% |
| 5Y | +133.0% | -16.7% | +149.7% | +128.4% |
| All | +133.0% | -17.4% | +150.4% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling