+303.7%
CCJ vs AFL
+131.0%
+172.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -3.2% | -3.3% | +0.1% | -2.2% |
| 30D | -1.3% | -5.0% | +3.6% | +0.2% |
| 3M | +2.5% | -1.8% | +4.3% | +2.5% |
| 6M | -18.9% | +4.8% | -23.7% | -21.3% |
| YTD | +6.5% | +5.4% | +1.1% | +2.5% |
| 1Y | +22.8% | +9.0% | +13.8% | +15.9% |
| 3Y | +164.5% | +63.0% | +101.4% | +90.8% |
| 5Y | +303.7% | +134.5% | +169.2% | +102.1% |
| All | +303.7% | +131.0% | +172.8% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling