+1,582.2%
AFL vs CRL
+1,379.5%
+202.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -6.2% | +10.7% | -16.8% | -8.8% |
| 3M | +2.2% | +55.3% | -53.1% | -9.8% |
| 6M | +5.3% | +60.7% | -55.4% | -9.1% |
| YTD | +8.0% | +44.6% | -36.7% | -4.8% |
| 1Y | +10.2% | +77.7% | -67.5% | -9.0% |
| 3Y | +67.1% | +37.6% | +29.4% | +38.9% |
| 5Y | +135.6% | -35.8% | +171.4% | +138.1% |
| 10Y | +299.4% | +241.7% | +57.6% | +124.3% |
| All | +1,582.2% | +1,379.5% | +202.8% | +513.3% |
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