+295.8%
AFL vs CHD
+126.1%
+169.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.6% | -4.5% | +2.8% | -0.6% |
| 30D | -4.0% | -6.7% | +2.7% | -2.5% |
| 3M | -0.5% | -2.7% | +2.2% | 0.0% |
| 6M | +6.5% | -4.9% | +11.5% | +7.5% |
| YTD | +6.2% | +13.3% | -7.2% | +2.6% |
| 1Y | +8.3% | +1.0% | +7.3% | +7.4% |
| 3Y | +62.5% | +1.3% | +61.2% | +60.9% |
| 5Y | +136.2% | +20.8% | +115.3% | +123.0% |
| All | +295.8% | +126.1% | +169.7% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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