+20,268.5%
AFL vs EXPD
+30,172.0%
-9,903.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.1% |
| 7D | +0.1% | -7.2% | +7.3% | +2.2% |
| 30D | +10.0% | -3.3% | +13.3% | +11.0% |
| 3M | -1.6% | +3.4% | -4.9% | -2.7% |
| 6M | +10.5% | +22.7% | -12.2% | +3.6% |
| YTD | +14.3% | +24.5% | -10.3% | +5.7% |
| 1Y | +11.4% | +38.6% | -27.3% | -0.3% |
| 3Y | +62.4% | +71.5% | -9.1% | +34.7% |
| 5Y | +144.8% | +56.2% | +88.5% | +105.2% |
| 10Y | +356.2% | +310.5% | +45.7% | +187.1% |
| All | +20,268.5% | +30,172.0% | -9,903.6% | +6,736.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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