+299.5%
AFL vs PRU
+135.5%
+164.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.5% |
| 7D | -2.1% | -1.9% | -0.3% | -1.0% |
| 30D | -5.4% | -2.6% | -2.8% | -4.0% |
| 3M | -0.3% | +14.7% | -15.0% | -8.3% |
| 6M | +5.2% | +25.7% | -20.5% | -8.9% |
| YTD | +5.7% | +8.3% | -2.6% | -0.4% |
| 1Y | +10.2% | +17.3% | -7.1% | -1.4% |
| 3Y | +63.4% | +43.2% | +20.3% | +26.1% |
| 5Y | +133.0% | +43.5% | +89.5% | +76.8% |
| 10Y | +299.5% | +134.6% | +165.0% | +97.1% |
| All | +299.5% | +135.5% | +164.0% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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