+341.3%
AFL vs CP
+251.7%
+89.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | +9.7% | +9.6% | 0.0% | +5.3% |
| 3M | +5.5% | +2.2% | +3.3% | +4.3% |
| 6M | +11.2% | +11.1% | +0.1% | +5.6% |
| YTD | +17.1% | +28.2% | -11.1% | +3.4% |
| 1Y | +14.0% | +32.2% | -18.1% | -0.8% |
| 3Y | +66.3% | +35.5% | +30.7% | +37.5% |
| 5Y | +152.7% | +26.8% | +125.9% | +110.3% |
| 10Y | +341.3% | +256.9% | +84.4% | +128.9% |
| All | +341.3% | +251.7% | +89.6% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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