-23.2%
ALNY vs AFL
+5.2%
-28.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | -6.4% | -3.3% | -3.1% | -6.0% |
| 30D | +11.9% | -5.0% | +16.9% | +12.4% |
| 3M | -15.0% | -1.8% | -13.2% | -13.7% |
| 6M | -23.2% | +4.8% | -28.1% | -25.5% |
| All | -23.2% | +5.2% | -28.4% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling