+340.7%
AFL vs COO
+41.7%
+299.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +1.4% | -2.3% | +3.8% | +2.2% |
| 30D | +9.7% | +13.3% | -3.6% | +5.1% |
| 3M | +5.5% | -18.1% | +23.6% | +12.0% |
| 6M | +11.2% | +6.7% | +4.5% | +7.2% |
| YTD | +17.1% | -23.2% | +40.3% | +26.1% |
| 1Y | +14.0% | -12.3% | +26.3% | +16.9% |
| 3Y | +66.3% | -23.6% | +89.8% | +71.4% |
| 5Y | +152.7% | -38.7% | +191.4% | +180.1% |
| All | +340.7% | +41.7% | +299.0% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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