+134.5%
AFL vs ESI
+66.0%
+68.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.5% |
| 7D | -3.3% | -2.3% | -1.0% | -3.0% |
| 30D | -5.0% | -9.0% | +4.1% | -3.6% |
| 3M | -1.8% | -13.3% | +11.5% | -0.5% |
| 6M | +4.8% | +5.3% | -0.4% | +1.2% |
| YTD | +5.4% | +37.6% | -32.2% | -4.9% |
| 1Y | +9.0% | +33.6% | -24.6% | -1.5% |
| 3Y | +63.0% | +75.8% | -12.7% | +31.9% |
| 5Y | +134.5% | +68.6% | +65.9% | +84.5% |
| All | +134.5% | +66.0% | +68.5% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling