+38.9%
CNH vs AFL
+463.1%
-424.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | +3.0% | +2.9% | +0.2% | +1.1% |
| 30D | -0.6% | +8.0% | -8.5% | -5.6% |
| 3M | +14.6% | +5.9% | +8.7% | +10.1% |
| 6M | +11.8% | +11.6% | +0.1% | +3.1% |
| YTD | +30.4% | +17.5% | +12.9% | +15.8% |
| 1Y | +19.1% | +13.3% | +5.8% | +8.3% |
| 3Y | +30.2% | +67.0% | -36.8% | -13.0% |
| 5Y | -17.8% | +150.6% | -168.5% | -59.1% |
| 10Y | +103.9% | +343.1% | -239.1% | -32.9% |
| All | +38.9% | +463.1% | -424.2% | -62.0% |
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