+714.0%
AFL vs CG
+282.0%
+432.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | +2.9% | +0.2% | +2.7% | +2.7% |
| 30D | +8.0% | +11.2% | -3.2% | +4.5% |
| 3M | +5.9% | -22.1% | +28.0% | +12.9% |
| 6M | +11.6% | -17.9% | +29.6% | +16.6% |
| YTD | +17.5% | -31.3% | +48.8% | +27.8% |
| 1Y | +13.3% | -24.0% | +37.2% | +19.3% |
| 3Y | +67.0% | +45.0% | +22.1% | +35.9% |
| 5Y | +150.6% | -22.6% | +173.3% | +141.1% |
| 10Y | +343.1% | +282.1% | +60.9% | +154.4% |
| All | +714.0% | +282.0% | +432.0% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 all: compounded portfolio wealth divided by compounded CG 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…
all analysis · Full analysis span regression · 6 months rolling