+209.9%
AFL vs CLBK
+65.5%
+144.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | -1.5% | -0.2% | -1.1% |
| 30D | -4.0% | -1.0% | -3.0% | -3.7% |
| 3M | -0.5% | +22.9% | -23.4% | -8.4% |
| 6M | +6.5% | +44.2% | -37.7% | -8.0% |
| YTD | +6.2% | +64.0% | -57.8% | -13.3% |
| 1Y | +8.3% | +65.7% | -57.4% | -12.5% |
| 3Y | +62.5% | +54.1% | +8.5% | +29.0% |
| 5Y | +136.2% | +44.7% | +91.5% | +74.3% |
| All | +209.9% | +65.5% | +144.4% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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