+5,769.3%
AFL vs EL
+1,685.7%
+4,083.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -6.2% | +19.8% | -26.0% | -12.3% |
| 3M | +2.2% | +25.7% | -23.5% | -6.3% |
| 6M | +5.3% | +5.4% | -0.2% | +0.7% |
| YTD | +8.0% | +0.2% | +7.7% | +3.3% |
| 1Y | +10.2% | +20.4% | -10.2% | -2.2% |
| 3Y | +67.1% | -32.1% | +99.2% | +66.2% |
| 5Y | +135.6% | -67.2% | +202.8% | +199.0% |
| 10Y | +299.4% | +31.7% | +267.6% | +180.8% |
| All | +5,769.3% | +1,685.7% | +4,083.5% | +1,609.9% |
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