+342.5%
AFL vs COO
+41.1%
+301.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +8.0% | +14.2% | -6.2% | +3.2% |
| 3M | +5.9% | -18.2% | +24.1% | +12.4% |
| 6M | +11.6% | +5.3% | +6.3% | +8.1% |
| YTD | +17.5% | -23.6% | +41.1% | +26.8% |
| 1Y | +13.3% | -12.7% | +26.0% | +16.3% |
| 3Y | +67.0% | -24.2% | +91.2% | +72.8% |
| 5Y | +150.6% | -40.0% | +190.6% | +180.5% |
| All | +342.5% | +41.1% | +301.4% | +291.0% |
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