+84.1%
CL vs AFL
+340.0%
-255.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +9.5% | +9.7% | -0.1% | +7.0% |
| 3M | +6.8% | +5.5% | +1.3% | +5.3% |
| 6M | +14.3% | +11.2% | +3.1% | +11.2% |
| YTD | +27.0% | +17.1% | +9.9% | +21.8% |
| 1Y | +26.3% | +14.0% | +12.2% | +21.9% |
| 3Y | +39.3% | +66.3% | -27.0% | +21.8% |
| 5Y | +41.5% | +152.7% | -111.2% | +10.9% |
| 10Y | +84.1% | +341.3% | -257.2% | +28.7% |
| All | +84.1% | +340.0% | -255.9% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling