+295.8%
AFL vs TROW
+130.0%
+165.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -1.6% | -3.2% | +1.5% | -0.3% |
| 30D | -4.0% | -4.6% | +0.6% | -2.2% |
| 3M | -0.5% | -0.7% | +0.1% | -0.8% |
| 6M | +6.5% | +22.2% | -15.7% | -2.9% |
| YTD | +6.2% | +6.6% | -0.5% | +2.0% |
| 1Y | +8.3% | +5.8% | +2.5% | +4.1% |
| 3Y | +62.5% | +11.6% | +50.9% | +48.2% |
| 5Y | +136.2% | -38.9% | +175.1% | +181.2% |
| All | +295.8% | +130.0% | +165.8% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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