+1,647.5%
AFL vs EXEL
+273.2%
+1,374.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.6% | +8.4% | -7.8% | -0.5% |
| 30D | -6.2% | +4.1% | -10.3% | -6.8% |
| 3M | +2.2% | +12.4% | -10.2% | +0.4% |
| 6M | +5.3% | +41.5% | -36.3% | +0.2% |
| YTD | +8.0% | +34.6% | -26.7% | +3.2% |
| 1Y | +10.2% | +57.9% | -47.6% | +2.8% |
| 3Y | +67.1% | +159.5% | -92.4% | +43.6% |
| 5Y | +135.6% | +198.5% | -62.9% | +96.4% |
| 10Y | +299.4% | +411.4% | -112.0% | +188.0% |
| All | +1,647.5% | +273.2% | +1,374.3% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling