+133.0%
AFL vs EXEL
+194.6%
-61.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -5.4% | +10.1% | -15.6% | -6.4% |
| 3M | -0.3% | +10.1% | -10.3% | -1.4% |
| 6M | +5.2% | +37.7% | -32.5% | +1.3% |
| YTD | +5.7% | +33.1% | -27.4% | +1.9% |
| 1Y | +10.2% | +52.4% | -42.2% | +4.2% |
| 3Y | +63.4% | +163.8% | -100.4% | +40.5% |
| 5Y | +133.0% | +198.5% | -65.5% | +85.4% |
| All | +133.0% | +194.6% | -61.6% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling