+8.3%
AFL vs EXEL
+48.5%
-40.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -1.6% | -4.9% | +3.3% | -1.6% |
| 30D | -4.0% | +11.4% | -15.4% | -4.0% |
| 3M | -0.5% | +4.9% | -5.4% | -0.4% |
| 6M | +6.5% | +34.4% | -27.9% | +6.5% |
| YTD | +6.2% | +28.0% | -21.9% | +6.1% |
| 1Y | +8.3% | +43.6% | -35.4% | +7.9% |
| All | +8.3% | +48.5% | -40.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling