+15.3%
AFL vs CAI
-9.9%
+25.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | -1.6% | -2.9% | +1.3% | -1.7% |
| 30D | -4.0% | +9.3% | -13.4% | -3.9% |
| 3M | -0.5% | +35.2% | -35.7% | -0.2% |
| 6M | +6.5% | +30.7% | -24.2% | +6.8% |
| YTD | +6.2% | -9.8% | +16.0% | +5.6% |
| 1Y | +8.3% | -28.9% | +37.1% | +7.7% |
| All | +15.3% | -9.9% | +25.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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