+149.1%
AFL vs PRU
+41.4%
+107.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -0.3% |
| 7D | +0.5% | +3.2% | -2.7% | -1.4% |
| 30D | +9.3% | +7.9% | +1.4% | +4.7% |
| 3M | +1.0% | +1.8% | -0.8% | -0.3% |
| 6M | +11.8% | +24.1% | -12.3% | -1.0% |
| YTD | +15.3% | +12.4% | +3.0% | +7.0% |
| 1Y | +12.1% | +20.9% | -8.9% | -0.5% |
| 3Y | +65.0% | +55.5% | +9.5% | +21.7% |
| 5Y | +149.1% | +42.7% | +106.5% | +92.5% |
| All | +149.1% | +41.4% | +107.7% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling