+163.5%
CIEN vs AFL
+3,890.6%
-3,727.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +7.1% |
| 7D | -5.3% | -0.7% | -4.5% | -5.1% |
| 30D | -17.2% | -7.1% | -10.1% | -14.8% |
| 3M | -26.9% | +0.4% | -27.3% | -27.6% |
| 6M | +16.0% | +4.5% | +11.5% | +12.4% |
| YTD | +45.9% | +6.1% | +39.9% | +39.9% |
| 1Y | +186.8% | +10.6% | +176.2% | +169.1% |
| 3Y | +607.8% | +64.0% | +543.8% | +447.2% |
| 5Y | +506.7% | +133.7% | +373.0% | +298.5% |
| 10Y | +1,438.7% | +298.0% | +1,140.7% | +655.3% |
| All | +163.5% | +3,890.6% | -3,727.0% | -56.5% |
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