+68.0%
CNH vs AFL
+417.2%
-349.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.7% |
| 7D | +23.3% | +0.6% | +22.7% | +22.8% |
| 30D | +33.5% | -6.2% | +39.6% | +39.0% |
| 3M | +32.7% | +2.2% | +30.5% | +30.1% |
| 6M | +22.2% | +5.3% | +16.9% | +17.1% |
| YTD | +57.7% | +8.0% | +49.7% | +48.3% |
| 1Y | +28.0% | +10.2% | +17.7% | +18.2% |
| 3Y | +11.5% | +67.1% | -55.5% | -25.9% |
| 5Y | +11.9% | +135.6% | -123.7% | -41.9% |
| 10Y | +162.8% | +299.4% | -136.6% | -7.2% |
| All | +68.0% | +417.2% | -349.3% | -51.4% |
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 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