+295.8%
AFL vs EXEL
+375.2%
-79.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -1.6% | -4.9% | +3.3% | -1.1% |
| 30D | -4.0% | +11.4% | -15.4% | -5.3% |
| 3M | -0.5% | +4.9% | -5.4% | -1.2% |
| 6M | +6.5% | +34.4% | -27.9% | +2.5% |
| YTD | +6.2% | +28.0% | -21.9% | +2.5% |
| 1Y | +8.3% | +43.6% | -35.4% | +2.8% |
| 3Y | +62.5% | +155.2% | -92.7% | +41.3% |
| 5Y | +136.2% | +181.2% | -45.0% | +100.2% |
| All | +295.8% | +375.2% | -79.4% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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