+20,851.3%
AFL vs LEN
+10,606.4%
+10,244.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.9% | -5.8% | +8.6% | +4.5% |
| 30D | +8.0% | +13.7% | -5.8% | +3.7% |
| 3M | +5.9% | -3.9% | +9.8% | +6.2% |
| 6M | +11.6% | -0.4% | +12.0% | +10.0% |
| YTD | +17.5% | -16.8% | +34.4% | +20.8% |
| 1Y | +13.3% | -29.5% | +42.8% | +21.6% |
| 3Y | +67.0% | -25.6% | +92.6% | +70.8% |
| 5Y | +150.6% | -13.2% | +163.9% | +136.8% |
| 10Y | +343.1% | +138.5% | +204.6% | +190.2% |
| All | +20,851.3% | +10,606.4% | +10,244.9% | +5,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling