+13.2%
CNH vs AFL
+133.0%
-119.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +1.8% | -2.1% | +4.0% | +3.2% |
| 30D | +32.6% | -5.4% | +38.1% | +36.9% |
| 3M | +29.4% | -0.3% | +29.7% | +29.1% |
| 6M | +26.0% | +5.2% | +20.8% | +21.1% |
| YTD | +52.2% | +5.7% | +46.5% | +45.7% |
| 1Y | +23.9% | +10.2% | +13.7% | +15.0% |
| 3Y | +10.1% | +63.4% | -53.3% | -27.9% |
| 5Y | +13.2% | +133.0% | -119.9% | -48.4% |
| All | +13.2% | +133.0% | -119.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling