+20,670.7%
AFL vs COO
+5,341.2%
+15,329.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +8.6% | +13.9% | -5.3% | +7.3% |
| 3M | +5.3% | -18.9% | +24.3% | +7.1% |
| 6M | +10.0% | +3.7% | +6.3% | +9.3% |
| YTD | +16.5% | -24.1% | +40.6% | +19.0% |
| 1Y | +12.7% | -14.2% | +26.9% | +13.8% |
| 3Y | +65.5% | -24.5% | +89.9% | +67.9% |
| 5Y | +148.5% | -40.4% | +188.9% | +156.3% |
| 10Y | +339.2% | +40.5% | +298.7% | +324.2% |
| All | +20,670.7% | +5,341.2% | +15,329.5% | +17,760.2% |
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