-41.3%
ALNY vs AFL
+11.7%
-53.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +12.2% | +0.6% | +11.6% | +12.2% |
| 30D | +16.3% | -6.2% | +22.5% | +16.3% |
| 3M | -12.4% | +2.2% | -14.5% | -11.5% |
| 6M | -18.7% | +5.3% | -24.0% | -18.3% |
| YTD | -33.1% | +8.0% | -41.0% | -32.2% |
| 1Y | -41.3% | +10.2% | -51.6% | -39.8% |
| All | -41.3% | +11.7% | -53.0% | -39.8% |
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 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