+148.2%
AFL vs EXEL
+281.2%
-133.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +8.0% | +13.1% | -5.2% | +6.5% |
| 3M | +5.9% | +36.3% | -30.4% | +2.5% |
| 6M | +11.6% | +34.5% | -22.9% | +7.9% |
| YTD | +17.5% | +57.4% | -39.9% | +11.3% |
| 1Y | +13.3% | +62.9% | -49.7% | +6.7% |
| 3Y | +67.0% | +229.5% | -162.5% | +39.5% |
| All | +148.2% | +281.2% | -133.0% | +99.5% |
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 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