+9.0%
AFL vs TLN
-23.2%
+32.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.4% |
| 7D | -3.3% | +2.0% | -5.3% | -3.1% |
| 30D | -5.0% | -12.9% | +8.0% | -5.8% |
| 3M | -1.8% | -7.4% | +5.7% | -2.1% |
| 6M | +4.8% | -6.0% | +10.9% | +4.8% |
| YTD | +5.4% | -16.9% | +22.3% | +5.1% |
| 1Y | +9.0% | -22.6% | +31.6% | +10.8% |
| All | +9.0% | -23.2% | +32.1% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling