+5,556.5%
CNQ vs AFL
+1,361.5%
+4,195.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +0.1% | -1.6% | +1.8% | +0.9% |
| 30D | +6.2% | -4.0% | +10.2% | +8.2% |
| 3M | +12.4% | -0.5% | +12.9% | +12.3% |
| 6M | +9.0% | +6.5% | +2.5% | +5.1% |
| YTD | +52.2% | +6.2% | +46.0% | +46.5% |
| 1Y | +65.0% | +8.3% | +56.8% | +56.9% |
| 3Y | +78.8% | +62.5% | +16.3% | +36.5% |
| 5Y | +286.0% | +136.2% | +149.8% | +144.3% |
| 10Y | +420.7% | +301.4% | +119.3% | +162.7% |
| All | +5,556.5% | +1,361.5% | +4,195.1% | +1,879.0% |
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