+384.5%
ALAB vs AFL
+43.7%
+340.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.9% |
| 7D | +9.6% | -2.1% | +11.8% | +8.4% |
| 30D | -5.3% | -5.4% | +0.2% | -8.0% |
| 3M | -12.0% | -0.3% | -11.8% | -12.0% |
| 6M | +145.7% | +5.2% | +140.5% | +149.8% |
| YTD | +80.7% | +5.7% | +75.0% | +83.9% |
| 1Y | +40.1% | +10.2% | +29.9% | +42.8% |
| All | +384.5% | +43.7% | +340.8% | +489.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling