+302.6%
CFG vs AFL
+301.4%
+1.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.6% | -2.1% | +1.5% | +1.3% |
| 30D | -4.5% | -5.4% | +0.9% | +0.3% |
| 3M | +6.3% | -0.3% | +6.6% | +6.1% |
| 6M | +20.6% | +5.2% | +15.4% | +14.3% |
| YTD | +21.2% | +5.7% | +15.6% | +14.1% |
| 1Y | +38.2% | +10.2% | +28.0% | +24.9% |
| 3Y | +185.9% | +63.4% | +122.5% | +73.7% |
| 5Y | +97.0% | +133.0% | -36.0% | -13.8% |
| All | +302.6% | +301.4% | +1.2% | +18.2% |
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