+133.0%
AFL vs GEN
+20.0%
+113.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -5.4% | +2.1% | -7.5% | -5.8% |
| 3M | -0.3% | +19.7% | -20.0% | -3.4% |
| 6M | +5.2% | +33.3% | -28.1% | -0.4% |
| YTD | +5.7% | +11.1% | -5.4% | +3.3% |
| 1Y | +10.2% | +3.0% | +7.2% | +9.3% |
| 3Y | +63.4% | +57.9% | +5.5% | +47.4% |
| 5Y | +133.0% | +20.6% | +112.4% | +119.1% |
| All | +133.0% | +20.0% | +113.0% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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