+38.2%
CFG vs AFL
+10.3%
+27.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.6% | -2.1% | +1.5% | +0.3% |
| 30D | -4.5% | -5.4% | +0.9% | -2.3% |
| 3M | +6.3% | -0.3% | +6.6% | +6.2% |
| 6M | +20.6% | +5.2% | +15.4% | +16.8% |
| YTD | +21.2% | +5.7% | +15.6% | +17.3% |
| 1Y | +38.2% | +10.2% | +28.0% | +31.4% |
| All | +38.2% | +10.3% | +27.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling