+152.5%
CNH vs AFL
+300.4%
-148.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | -2.5% | -3.3% | +0.8% | -0.3% |
| 30D | +27.0% | -5.0% | +32.0% | +31.2% |
| 3M | +32.6% | -1.8% | +34.4% | +33.7% |
| 6M | +23.6% | +4.8% | +18.7% | +18.8% |
| YTD | +47.8% | +5.4% | +42.4% | +41.4% |
| 1Y | +21.3% | +9.0% | +12.3% | +13.0% |
| 3Y | +7.0% | +63.0% | -56.1% | -27.6% |
| 5Y | +10.2% | +134.5% | -124.3% | -42.5% |
| All | +152.5% | +300.4% | -148.0% | -4.1% |
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 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