+585.0%
CAG vs AFL
+18,474.8%
-17,889.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -6.6% | -2.1% | -4.5% | -6.3% |
| 30D | +2.3% | -5.4% | +7.7% | +3.2% |
| 3M | +16.3% | -0.3% | +16.6% | +16.3% |
| 6M | -16.0% | +5.2% | -21.2% | -16.8% |
| YTD | -7.7% | +5.7% | -13.4% | -8.6% |
| 1Y | -16.0% | +10.2% | -26.3% | -17.4% |
| 3Y | -37.7% | +63.4% | -101.1% | -42.7% |
| 5Y | -41.2% | +133.0% | -174.2% | -49.0% |
| 10Y | -33.8% | +299.5% | -333.3% | -48.2% |
| All | +585.0% | +18,474.8% | -17,889.8% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling