+134.5%
AFL vs CLBK
+41.8%
+92.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | -5.0% | +4.5% | -9.5% | -5.8% |
| 3M | -1.8% | +22.8% | -24.5% | -5.7% |
| 6M | +4.8% | +43.4% | -38.6% | -2.5% |
| YTD | +5.4% | +64.1% | -58.7% | -4.7% |
| 1Y | +9.0% | +67.6% | -58.6% | -2.1% |
| 3Y | +63.0% | +53.3% | +9.8% | +46.6% |
| 5Y | +134.5% | +44.8% | +89.7% | +97.3% |
| All | +134.5% | +41.8% | +92.7% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling