+293.1%
AFL vs EL
+25.3%
+267.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -3.3% | -4.4% | +1.1% | -2.4% |
| 30D | -5.0% | +10.3% | -15.2% | -7.5% |
| 3M | -1.8% | +13.4% | -15.1% | -5.2% |
| 6M | +4.8% | +3.1% | +1.8% | +2.5% |
| YTD | +5.4% | -6.9% | +12.3% | +4.3% |
| 1Y | +9.0% | +11.9% | -2.9% | +1.8% |
| 3Y | +63.0% | -33.8% | +96.8% | +67.6% |
| 5Y | +134.5% | -69.0% | +203.5% | +218.7% |
| All | +293.1% | +25.3% | +267.8% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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