+209.6%
AFL vs CLBK
+66.9%
+142.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | -0.7% | +1.1% | -1.9% | -1.2% |
| 30D | -7.1% | +7.8% | -14.9% | -9.8% |
| 3M | +0.4% | +23.9% | -23.4% | -7.8% |
| 6M | +4.5% | +42.3% | -37.8% | -9.3% |
| YTD | +6.1% | +65.4% | -59.3% | -13.7% |
| 1Y | +10.6% | +70.3% | -59.8% | -11.6% |
| 3Y | +64.0% | +54.5% | +9.6% | +30.2% |
| 5Y | +133.7% | +43.1% | +90.6% | +74.6% |
| All | +209.6% | +66.9% | +142.7% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling