+84.9%
CL vs AFL
+342.1%
-257.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | +2.6% | +2.1% | +0.5% | +2.0% |
| 30D | +11.8% | +10.6% | +1.2% | +8.9% |
| 3M | +5.9% | +4.4% | +1.5% | +4.7% |
| 6M | +13.3% | +13.1% | +0.2% | +9.8% |
| YTD | +27.1% | +16.6% | +10.5% | +22.0% |
| 1Y | +28.0% | +13.8% | +14.2% | +23.6% |
| 3Y | +39.4% | +65.7% | -26.3% | +22.0% |
| 5Y | +40.8% | +153.1% | -112.4% | +10.3% |
| 10Y | +84.9% | +335.9% | -251.0% | +29.5% |
| All | +84.9% | +342.1% | -257.2% | +29.5% |
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 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