+295.8%
AFL vs COPX
+583.8%
-288.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | -4.0% | +0.3% | -4.3% | -4.5% |
| 3M | -0.5% | +6.8% | -7.3% | -3.4% |
| 6M | +6.5% | +7.9% | -1.4% | +1.2% |
| YTD | +6.2% | +23.7% | -17.6% | -5.0% |
| 1Y | +8.3% | +71.5% | -63.3% | -14.3% |
| 3Y | +62.5% | +149.1% | -86.6% | +6.8% |
| 5Y | +136.2% | +167.3% | -31.2% | +43.8% |
| All | +295.8% | +583.8% | -288.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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