+19,143.8%
AFL vs LEN
+10,533.4%
+8,610.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +0.6% | -3.2% | +3.8% | +1.5% |
| 30D | -6.2% | -4.9% | -1.3% | -5.0% |
| 3M | +2.2% | -8.5% | +10.7% | +4.0% |
| 6M | +5.3% | -20.7% | +25.9% | +11.0% |
| YTD | +8.0% | -17.4% | +25.4% | +12.0% |
| 1Y | +10.2% | -38.2% | +48.5% | +23.6% |
| 3Y | +67.1% | -24.9% | +91.9% | +71.2% |
| 5Y | +135.6% | -11.4% | +147.0% | +122.6% |
| 10Y | +299.4% | +110.0% | +189.3% | +173.0% |
| All | +19,143.8% | +10,533.4% | +8,610.4% | +4,749.9% |
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