+2,885.9%
ALB vs AFL
+8,286.9%
-5,401.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.1% |
| 7D | -8.1% | +0.6% | -8.7% | -8.3% |
| 30D | +6.3% | -6.2% | +12.4% | +8.9% |
| 3M | -23.6% | +2.2% | -25.7% | -24.6% |
| 6M | -24.6% | +5.3% | -29.9% | -26.6% |
| YTD | -10.3% | +8.0% | -18.2% | -13.9% |
| 1Y | +61.5% | +10.2% | +51.2% | +53.2% |
| 3Y | -34.0% | +67.1% | -101.0% | -47.2% |
| 5Y | -44.6% | +135.6% | -180.2% | -61.1% |
| 10Y | +76.1% | +299.4% | -223.3% | -0.3% |
| All | +2,885.9% | +8,286.9% | -5,401.0% | +751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling