+133.0%
AFL vs CRL
-37.6%
+170.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -2.1% | -4.6% | +2.5% | -1.8% |
| 30D | -5.4% | +0.5% | -5.9% | -5.5% |
| 3M | -0.3% | +46.6% | -46.9% | -3.5% |
| 6M | +5.2% | +57.3% | -52.1% | +0.8% |
| YTD | +5.7% | +39.5% | -33.9% | +2.2% |
| 1Y | +10.2% | +76.9% | -66.6% | +3.7% |
| 3Y | +63.4% | +39.4% | +24.1% | +53.8% |
| 5Y | +133.0% | -37.2% | +170.2% | +123.6% |
| All | +133.0% | -37.6% | +170.6% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling