+18,738.3%
AFL vs TROW
+14,176.2%
+4,562.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -5.4% | -5.3% | -0.1% | -3.4% |
| 3M | -0.3% | +2.9% | -3.2% | -1.9% |
| 6M | +5.2% | +22.2% | -17.0% | -3.8% |
| YTD | +5.7% | +8.1% | -2.4% | +1.1% |
| 1Y | +10.2% | +5.8% | +4.4% | +6.1% |
| 3Y | +63.4% | +14.0% | +49.4% | +48.5% |
| 5Y | +133.0% | -38.3% | +171.3% | +162.1% |
| 10Y | +299.5% | +131.7% | +167.9% | +152.9% |
| All | +18,738.3% | +14,176.2% | +4,562.1% | +4,942.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling