+1,715.7%
AFL vs CRL
+1,647.7%
+68.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +0.2% | +8.9% | -8.7% | -2.1% |
| 30D | +8.6% | +14.0% | -5.3% | +4.3% |
| 3M | +5.3% | +19.8% | -14.5% | -0.6% |
| 6M | +10.0% | +102.0% | -92.0% | -10.6% |
| YTD | +16.5% | +70.8% | -54.3% | -2.5% |
| 1Y | +12.7% | +98.7% | -86.0% | -9.8% |
| 3Y | +65.5% | +98.2% | -32.7% | +23.1% |
| 5Y | +148.5% | -11.7% | +160.2% | +127.9% |
| 10Y | +339.2% | +356.7% | -17.4% | +125.9% |
| All | +1,715.7% | +1,647.7% | +68.0% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling