+149.1%
AFL vs LII
+23.0%
+126.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | +9.3% | -2.0% | +11.3% | +9.5% |
| 3M | +1.0% | -20.2% | +21.2% | +4.9% |
| 6M | +11.8% | -32.5% | +44.4% | +18.6% |
| YTD | +15.3% | -27.4% | +42.7% | +19.3% |
| 1Y | +12.1% | -28.2% | +40.2% | +16.1% |
| 3Y | +65.0% | -7.2% | +72.2% | +53.2% |
| 5Y | +149.1% | +19.9% | +129.2% | +107.9% |
| All | +149.1% | +23.0% | +126.1% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling