+212.8%
AFL vs TENB
+1.3%
+211.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | -1.7% | -0.5% | -1.9% |
| 30D | -5.4% | -8.3% | +2.8% | -4.6% |
| 3M | -0.3% | +26.2% | -26.4% | -4.4% |
| 6M | +5.2% | +60.2% | -55.0% | -3.2% |
| YTD | +5.7% | +43.1% | -37.4% | -1.6% |
| 1Y | +10.2% | +9.4% | +0.9% | +6.7% |
| 3Y | +63.4% | -23.9% | +87.3% | +64.1% |
| 5Y | +133.0% | -28.2% | +161.2% | +124.3% |
| All | +212.8% | +1.3% | +211.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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