-37.7%
CAG vs AFL
+303.3%
-340.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -5.7% | -1.6% | -4.0% | -5.3% |
| 30D | -2.4% | -4.0% | +1.6% | -1.6% |
| 3M | +9.8% | -0.5% | +10.3% | +9.9% |
| 6M | -10.8% | +6.5% | -17.4% | -12.1% |
| YTD | -10.8% | +6.2% | -17.0% | -12.1% |
| 1Y | -19.0% | +8.3% | -27.2% | -20.5% |
| 3Y | -39.7% | +62.5% | -102.2% | -46.0% |
| 5Y | -43.0% | +136.2% | -179.1% | -52.8% |
| All | -37.7% | +303.3% | -340.9% | -47.1% |
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 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