+57.9%
CNQ vs AFL
+16.4%
+41.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.4% |
| 7D | -11.2% | +2.2% | -13.4% | -11.1% |
| 30D | +1.7% | +11.1% | -9.4% | +1.9% |
| 3M | +10.3% | +1.0% | +9.3% | +9.9% |
| 6M | +4.3% | +11.4% | -7.2% | +4.5% |
| YTD | +48.7% | +16.3% | +32.4% | +50.4% |
| 1Y | +57.9% | +15.9% | +42.0% | +60.7% |
| All | +57.9% | +16.4% | +41.5% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling