+8,015.2%
CI vs AFL
+20,477.3%
-12,462.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | +6.4% | +9.7% | -3.3% | +2.7% |
| 3M | +10.7% | +5.5% | +5.2% | +8.4% |
| 6M | +5.5% | +11.2% | -5.7% | +1.2% |
| YTD | +11.4% | +17.1% | -5.7% | +4.7% |
| 1Y | +15.0% | +14.0% | +1.0% | +9.2% |
| 3Y | +9.0% | +66.3% | -57.3% | -11.8% |
| 5Y | +52.0% | +152.7% | -100.7% | +3.9% |
| 10Y | +150.9% | +341.3% | -190.4% | +36.6% |
| All | +8,015.2% | +20,477.3% | -12,462.1% | +1,243.2% |
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 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