+10.2%
AFL vs CPB
-32.6%
+42.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.8% |
| 7D | +0.6% | -8.6% | +9.2% | +1.0% |
| 30D | -6.2% | -7.2% | +1.1% | -5.9% |
| 3M | +2.2% | +0.9% | +1.3% | +2.0% |
| 6M | +5.3% | -11.8% | +17.1% | +5.9% |
| YTD | +8.0% | -19.4% | +27.4% | +8.7% |
| 1Y | +10.2% | -30.4% | +40.6% | +10.6% |
| All | +10.2% | -32.6% | +42.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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