+424.4%
AFL vs ESI
+198.2%
+226.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.9% | +5.5% | -2.7% | +1.7% |
| 30D | +8.0% | -7.8% | +15.7% | +9.3% |
| 3M | +5.9% | -15.0% | +20.9% | +8.8% |
| 6M | +11.6% | -24.9% | +36.5% | +16.5% |
| YTD | +17.5% | +33.2% | -15.7% | +5.8% |
| 1Y | +13.3% | +24.9% | -11.7% | +3.3% |
| 3Y | +67.0% | +77.8% | -10.7% | +36.1% |
| 5Y | +150.6% | +37.1% | +113.5% | +114.0% |
| 10Y | +343.1% | +320.5% | +22.6% | +186.0% |
| All | +424.4% | +198.2% | +226.2% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling