+342.5%
AFL vs CRL
+350.3%
-7.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | +8.0% | +11.9% | -4.0% | +4.9% |
| 3M | +5.9% | +20.2% | -14.3% | +1.2% |
| 6M | +11.6% | +107.5% | -95.9% | -5.9% |
| YTD | +17.5% | +69.4% | -51.9% | +2.4% |
| 1Y | +13.3% | +99.7% | -86.5% | -5.3% |
| 3Y | +67.0% | +98.8% | -31.7% | +30.1% |
| 5Y | +150.6% | -12.4% | +163.1% | +151.2% |
| All | +342.5% | +350.3% | -7.8% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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