+85.5%
AFL vs TLN
+574.4%
-488.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.6% | -1.3% | -0.3% | -1.7% |
| 30D | -4.0% | -14.3% | +10.3% | -4.1% |
| 3M | -0.5% | -9.3% | +8.8% | -0.6% |
| 6M | +6.5% | -1.1% | +7.6% | +6.3% |
| YTD | +6.2% | -16.6% | +22.7% | +6.1% |
| 1Y | +8.3% | -22.0% | +30.3% | +8.2% |
| 3Y | +62.5% | +470.2% | -407.6% | +49.4% |
| All | +85.5% | +574.4% | -488.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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