+342.5%
AFL vs ALK
-45.9%
+388.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.3% |
| 7D | +2.9% | -1.2% | +4.0% | +3.1% |
| 30D | +8.0% | +7.7% | +0.3% | +5.4% |
| 3M | +5.9% | -19.0% | +24.9% | +11.2% |
| 6M | +11.6% | -0.2% | +11.8% | +8.8% |
| YTD | +17.5% | -23.5% | +41.0% | +21.3% |
| 1Y | +13.3% | -9.1% | +22.4% | +10.3% |
| 3Y | +67.0% | +12.0% | +55.0% | +38.7% |
| 5Y | +150.6% | -30.9% | +181.5% | +139.8% |
| All | +342.5% | -45.9% | +388.4% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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