-5.1%
COF vs AFL
+18.6%
-23.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.4% |
| 7D | +0.7% | +2.9% | -2.2% | 0.0% |
| 30D | +5.7% | +11.5% | -5.8% | +2.8% |
| 3M | -6.7% | +0.6% | -7.3% | -7.0% |
| 6M | +9.5% | +11.7% | -2.2% | +5.5% |
| YTD | -13.9% | +15.4% | -29.3% | -19.0% |
| 1Y | -5.1% | +17.6% | -22.6% | -10.9% |
| All | -5.1% | +18.6% | -23.6% | -10.9% |
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