+133.7%
AFL vs TECK
+180.1%
-46.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.6% | -3.8% | +2.2% | -1.3% |
| 30D | -4.0% | +0.7% | -4.8% | -4.2% |
| 3M | -0.5% | +4.6% | -5.1% | -1.3% |
| 6M | +6.5% | +25.1% | -18.6% | +2.9% |
| YTD | +6.2% | +39.2% | -33.0% | +0.7% |
| 1Y | +8.3% | +60.3% | -52.0% | +0.4% |
| 3Y | +62.5% | +62.9% | -0.4% | +46.1% |
| All | +133.7% | +180.1% | -46.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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