+134.5%
AFL vs LEN
-13.7%
+148.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.3% |
| 7D | -3.3% | -7.8% | +4.5% | -2.2% |
| 30D | -5.0% | -11.0% | +6.0% | -3.4% |
| 3M | -1.8% | -12.8% | +11.0% | -0.1% |
| 6M | +4.8% | -20.2% | +25.0% | +7.8% |
| YTD | +5.4% | -23.0% | +28.5% | +8.7% |
| 1Y | +9.0% | -41.8% | +50.8% | +17.6% |
| 3Y | +63.0% | -28.8% | +91.8% | +64.4% |
| 5Y | +134.5% | -12.6% | +147.1% | +116.8% |
| All | +134.5% | -13.7% | +148.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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