+133.7%
AFL vs CP
+34.0%
+99.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.7% | +2.4% | -3.2% | -1.4% |
| 30D | -7.1% | -0.5% | -6.6% | -7.1% |
| 3M | +0.4% | +1.4% | -1.0% | -0.1% |
| 6M | +4.5% | +10.3% | -5.8% | +1.3% |
| YTD | +6.1% | +24.3% | -18.2% | -0.9% |
| 1Y | +10.6% | +20.4% | -9.9% | +4.1% |
| 3Y | +64.0% | +21.8% | +42.2% | +50.3% |
| 5Y | +133.7% | +31.5% | +102.2% | +98.0% |
| All | +133.7% | +34.0% | +99.7% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling