+12.7%
AFL vs CP
+33.3%
-20.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +8.6% | +10.3% | -1.7% | +7.1% |
| 3M | +5.3% | +2.3% | +3.0% | +4.6% |
| 6M | +10.0% | +10.7% | -0.7% | +8.3% |
| YTD | +16.5% | +29.3% | -12.8% | +11.6% |
| 1Y | +12.7% | +31.5% | -18.8% | +7.6% |
| All | +12.7% | +33.3% | -20.6% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling