+118.1%
COF vs AFL
+63.5%
+54.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -5.1% | -1.6% | -3.5% | -4.4% |
| 30D | -6.0% | -4.0% | -2.0% | -4.3% |
| 3M | +14.8% | -0.5% | +15.3% | +14.8% |
| 6M | +15.3% | +6.5% | +8.8% | +11.0% |
| YTD | -13.0% | +6.2% | -19.2% | -16.2% |
| 1Y | -5.7% | +8.3% | -14.0% | -10.2% |
| 3Y | +118.1% | +62.5% | +55.6% | +81.1% |
| All | +118.1% | +63.5% | +54.6% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling