-12.9%
ALB vs AFL
+66.2%
-79.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -2.9% | +8.6% | -11.5% | -5.0% |
| 3M | -25.8% | +5.3% | -31.2% | -26.9% |
| 6M | -53.6% | +10.0% | -63.6% | -55.1% |
| YTD | -32.4% | +16.5% | -48.9% | -36.3% |
| 1Y | -13.0% | +12.7% | -25.7% | -16.9% |
| All | -12.9% | +66.2% | -79.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling