+152.7%
AFL vs CCEP
+140.5%
+12.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.4% | +1.8% | -0.3% | +0.8% |
| 30D | +9.7% | +12.2% | -2.5% | +5.4% |
| 3M | +5.5% | +10.7% | -5.1% | +1.7% |
| 6M | +11.2% | +27.5% | -16.3% | +2.0% |
| YTD | +17.1% | +31.3% | -14.3% | +5.7% |
| 1Y | +14.0% | +29.9% | -15.9% | +3.3% |
| 3Y | +66.3% | +111.1% | -44.8% | +23.2% |
| 5Y | +152.7% | +142.3% | +10.3% | +73.5% |
| All | +152.7% | +140.5% | +12.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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