+6,290.0%
AFL vs EL
+1,821.4%
+4,468.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.5% |
| 7D | +2.9% | +1.5% | +1.3% | +2.3% |
| 30D | +8.0% | +10.0% | -2.0% | +4.4% |
| 3M | +5.9% | +28.4% | -22.5% | -3.6% |
| 6M | +11.6% | +37.1% | -25.4% | -1.5% |
| YTD | +17.5% | +7.8% | +9.7% | +9.3% |
| 1Y | +13.3% | +26.0% | -12.8% | -0.6% |
| 3Y | +67.0% | +3.8% | +63.2% | +42.8% |
| 5Y | +150.6% | -65.2% | +215.8% | +211.7% |
| 10Y | +343.1% | +62.1% | +280.9% | +187.7% |
| All | +6,290.0% | +1,821.4% | +4,468.6% | +1,709.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling