+335.9%
AFL vs PRU
+107.2%
+228.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | +2.1% | +3.8% | -1.7% | -0.4% |
| 30D | +10.6% | +9.0% | +1.5% | +4.7% |
| 3M | +4.4% | +2.1% | +2.2% | +2.7% |
| 6M | +13.1% | +25.4% | -12.3% | -1.9% |
| YTD | +16.6% | +13.5% | +3.1% | +6.4% |
| 1Y | +13.8% | +21.3% | -7.5% | -0.4% |
| 3Y | +65.7% | +55.1% | +10.5% | +21.3% |
| 5Y | +153.1% | +43.6% | +109.6% | +91.5% |
| 10Y | +335.9% | +99.2% | +236.6% | +133.0% |
| All | +335.9% | +107.2% | +228.6% | +133.0% |
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