+362.4%
CFG vs AFL
+436.4%
-74.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.8% |
| 7D | +1.5% | +0.6% | +0.9% | +1.0% |
| 30D | -3.8% | -6.2% | +2.3% | +1.6% |
| 3M | +11.5% | +2.2% | +9.3% | +8.8% |
| 6M | +19.2% | +5.3% | +13.9% | +12.9% |
| YTD | +23.7% | +8.0% | +15.8% | +14.2% |
| 1Y | +38.8% | +10.2% | +28.6% | +25.5% |
| 3Y | +178.9% | +67.1% | +111.8% | +66.3% |
| 5Y | +101.8% | +135.6% | -33.8% | -12.3% |
| 10Y | +317.3% | +299.4% | +17.9% | +15.9% |
| All | +362.4% | +436.4% | -74.1% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling