+236.1%
ALNY vs AFL
+303.3%
-67.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -1.6% | -4.9% | -6.1% |
| 30D | +11.0% | -4.0% | +15.1% | +12.2% |
| 3M | -14.1% | -0.5% | -13.6% | -14.0% |
| 6M | -22.4% | +6.5% | -28.9% | -23.9% |
| YTD | -37.5% | +6.2% | -43.6% | -38.7% |
| 1Y | -46.9% | +8.3% | -55.2% | -48.4% |
| 3Y | +22.1% | +62.5% | -40.5% | +5.9% |
| 5Y | +31.2% | +136.2% | -105.0% | +2.8% |
| All | +236.1% | +303.3% | -67.2% | +103.6% |
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