+20,692.0%
AFL vs COO
+5,462.0%
+15,230.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +2.1% | +4.5% | -2.4% | +1.7% |
| 30D | +10.6% | +16.9% | -6.4% | +9.0% |
| 3M | +4.4% | -16.7% | +21.1% | +5.9% |
| 6M | +13.1% | +5.9% | +7.2% | +12.2% |
| YTD | +16.6% | -22.4% | +39.1% | +18.9% |
| 1Y | +13.8% | -10.1% | +23.9% | +14.4% |
| 3Y | +65.7% | -22.8% | +88.4% | +67.7% |
| 5Y | +153.1% | -41.4% | +194.5% | +161.4% |
| 10Y | +335.9% | +41.3% | +294.6% | +320.6% |
| All | +20,692.0% | +5,462.0% | +15,230.1% | +17,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling