+7.1%
CIEN vs AFL
+5.7%
+1.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +4.6% |
| 7D | -5.3% | -0.7% | -4.5% | -5.9% |
| 30D | -17.2% | -7.1% | -10.1% | -22.4% |
| 3M | -26.9% | +0.4% | -27.3% | -27.6% |
| All | +7.1% | +5.7% | +1.5% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling