+1,800.2%
AFL vs LII
+2,783.5%
-983.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +10.6% | -2.4% | +13.0% | +11.0% |
| 3M | +4.4% | -17.5% | +21.9% | +10.6% |
| 6M | +13.1% | -32.8% | +46.0% | +26.0% |
| YTD | +16.6% | -27.7% | +44.3% | +25.1% |
| 1Y | +13.8% | -28.1% | +41.9% | +22.1% |
| 3Y | +65.7% | -9.7% | +75.3% | +57.8% |
| 5Y | +153.1% | +19.5% | +133.6% | +112.0% |
| 10Y | +335.9% | +170.6% | +165.2% | +168.2% |
| All | +1,800.2% | +2,783.5% | -983.3% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling