+298.0%
AFL vs LII
+167.7%
+130.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.3% |
| 7D | -0.7% | +2.1% | -2.8% | -1.4% |
| 30D | -7.1% | -12.4% | +5.3% | -3.4% |
| 3M | +0.4% | -24.8% | +25.2% | +7.7% |
| 6M | +4.5% | -25.2% | +29.7% | +11.3% |
| YTD | +6.1% | -20.3% | +26.3% | +9.9% |
| 1Y | +10.6% | -32.9% | +43.5% | +21.1% |
| 3Y | +64.0% | +2.0% | +62.0% | +45.0% |
| 5Y | +133.7% | +24.4% | +109.3% | +84.7% |
| 10Y | +298.0% | +167.2% | +130.8% | +134.2% |
| All | +298.0% | +167.7% | +130.3% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling