+101.5%
CFG vs AFL
+134.0%
-32.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +3.3% |
| 30D | -3.7% | -7.1% | +3.4% | +2.1% |
| 3M | +9.5% | +0.4% | +9.0% | +8.6% |
| 6M | +22.2% | +4.5% | +17.7% | +16.9% |
| YTD | +22.3% | +6.1% | +16.3% | +15.2% |
| 1Y | +39.4% | +10.6% | +28.9% | +26.5% |
| 3Y | +188.5% | +64.0% | +124.5% | +72.1% |
| 5Y | +101.5% | +133.7% | -32.2% | -17.9% |
| All | +101.5% | +134.0% | -32.4% | -17.9% |
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 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