+61.5%
ALB vs AFL
+11.7%
+49.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.9% |
| 7D | -8.1% | +0.6% | -8.7% | -7.8% |
| 30D | +6.3% | -6.2% | +12.4% | +2.8% |
| 3M | -23.6% | +2.2% | -25.7% | -22.5% |
| 6M | -24.6% | +5.3% | -29.9% | -23.0% |
| YTD | -10.3% | +8.0% | -18.2% | -6.5% |
| 1Y | +61.5% | +10.2% | +51.2% | +71.7% |
| All | +61.5% | +11.7% | +49.8% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling