+338.6%
AFL vs TXT
+90.9%
+247.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | +8.6% | +13.3% | -4.6% | +2.4% |
| 3M | +5.3% | -5.1% | +10.4% | +7.2% |
| 6M | +10.0% | -7.1% | +17.2% | +12.2% |
| YTD | +16.5% | -3.2% | +19.7% | +15.4% |
| 1Y | +12.7% | +2.3% | +10.4% | +8.6% |
| 3Y | +65.5% | +11.1% | +54.4% | +48.8% |
| 5Y | +148.5% | +10.0% | +138.5% | +118.1% |
| All | +338.6% | +90.9% | +247.7% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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