+287.5%
CAH vs AFL
+303.3%
-15.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -5.1% | -1.6% | -3.5% | -4.4% |
| 30D | +0.2% | -4.0% | +4.2% | +2.0% |
| 3M | +6.3% | -0.5% | +6.8% | +6.4% |
| 6M | +9.4% | +6.5% | +2.9% | +6.2% |
| YTD | +15.0% | +6.2% | +8.8% | +11.7% |
| 1Y | +55.4% | +8.3% | +47.2% | +49.6% |
| 3Y | +173.8% | +62.5% | +111.3% | +116.8% |
| 5Y | +395.2% | +136.2% | +259.0% | +228.2% |
| All | +287.5% | +303.3% | -15.8% | +99.6% |
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