+5,523.6%
COF vs AFL
+7,008.2%
-1,484.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -6.1% | -3.3% | -2.8% | -4.0% |
| 30D | -5.2% | -5.0% | -0.2% | -2.0% |
| 3M | +17.0% | -1.8% | +18.8% | +18.0% |
| 6M | +12.9% | +4.8% | +8.1% | +8.7% |
| YTD | -13.5% | +5.4% | -19.0% | -17.2% |
| 1Y | -5.9% | +9.0% | -14.8% | -12.0% |
| 3Y | +117.1% | +63.0% | +54.1% | +52.4% |
| 5Y | +45.4% | +134.5% | -89.1% | -19.2% |
| 10Y | +244.1% | +298.6% | -54.5% | +39.3% |
| All | +5,523.6% | +7,008.2% | -1,484.6% | +537.3% |
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