+153.1%
AFL vs ALC
-9.1%
+162.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.5% |
| 7D | +2.1% | +2.3% | -0.2% | +1.5% |
| 30D | +10.6% | +15.5% | -5.0% | +6.8% |
| 3M | +4.4% | +0.6% | +3.8% | +4.0% |
| 6M | +13.1% | +18.4% | -5.3% | +8.2% |
| YTD | +16.6% | -5.6% | +22.2% | +17.3% |
| 1Y | +13.8% | 0.0% | +13.8% | +12.7% |
| 3Y | +65.7% | +2.8% | +62.8% | +60.4% |
| 5Y | +153.1% | -8.8% | +161.9% | +146.4% |
| All | +153.1% | -9.1% | +162.3% | +146.4% |
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