+299.5%
AFL vs COO
+36.7%
+262.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.9% | +1.7% |
| 7D | -2.1% | -9.0% | +6.8% | +1.0% |
| 30D | -5.4% | -16.8% | +11.4% | +0.5% |
| 3M | -0.3% | -7.5% | +7.2% | +1.9% |
| 6M | +5.2% | -16.3% | +21.5% | +11.0% |
| YTD | +5.7% | -22.5% | +28.2% | +14.3% |
| 1Y | +10.2% | -7.0% | +17.2% | +11.1% |
| 3Y | +63.4% | -27.5% | +90.9% | +73.5% |
| 5Y | +133.0% | -43.3% | +176.3% | +170.0% |
| 10Y | +299.5% | +37.6% | +262.0% | +256.7% |
| All | +299.5% | +36.7% | +262.8% | +256.7% |
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