+38.6%
ALB vs AFL
+339.8%
-301.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | -5.8% | +2.9% | -8.6% | -7.3% |
| 30D | -4.5% | +8.0% | -12.5% | -8.7% |
| 3M | -28.1% | +5.9% | -34.0% | -30.6% |
| 6M | -53.2% | +11.6% | -64.8% | -56.5% |
| YTD | -33.3% | +17.5% | -50.8% | -40.4% |
| 1Y | -17.4% | +13.3% | -30.7% | -24.7% |
| 3Y | -14.1% | +67.0% | -81.2% | -39.1% |
| 5Y | -64.0% | +150.6% | -214.7% | -80.0% |
| All | +38.6% | +339.8% | -301.2% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling