+16.7%
BABA vs AFL
+297.3%
-280.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -2.2% | -2.1% | 0.0% | -1.5% |
| 30D | -17.3% | -5.4% | -11.9% | -16.0% |
| 3M | -7.8% | -0.3% | -7.5% | -8.0% |
| 6M | -16.8% | +5.2% | -22.0% | -18.4% |
| YTD | -24.7% | +5.7% | -30.4% | -26.3% |
| 1Y | -24.9% | +10.2% | -35.2% | -27.7% |
| 3Y | +29.1% | +63.4% | -34.3% | +8.5% |
| 5Y | -30.5% | +133.0% | -163.5% | -47.9% |
| 10Y | +16.7% | +299.5% | -282.8% | -22.0% |
| All | +16.7% | +297.3% | -280.6% | -22.0% |
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