+304.1%
CFG vs AFL
+300.4%
+3.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -1.7% | -3.3% | +1.6% | +1.2% |
| 30D | -4.6% | -5.0% | +0.4% | -0.2% |
| 3M | +7.9% | -1.8% | +9.6% | +9.2% |
| 6M | +19.9% | +4.8% | +15.0% | +13.9% |
| YTD | +21.7% | +5.4% | +16.3% | +14.8% |
| 1Y | +38.4% | +9.0% | +29.5% | +26.4% |
| 3Y | +187.0% | +63.0% | +124.0% | +74.7% |
| 5Y | +99.5% | +134.5% | -35.0% | -13.2% |
| All | +304.1% | +300.4% | +3.7% | +18.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling