+336.7%
COP vs AFL
+339.8%
-3.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | +4.4% | +2.9% | +1.5% | +2.4% |
| 30D | 0.0% | +8.0% | -8.0% | -5.4% |
| 3M | +15.0% | +5.9% | +9.1% | +10.1% |
| 6M | +22.0% | +11.6% | +10.4% | +12.1% |
| YTD | +55.3% | +17.5% | +37.8% | +36.8% |
| 1Y | +64.1% | +13.3% | +50.9% | +48.3% |
| 3Y | +34.1% | +67.0% | -33.0% | -12.5% |
| 5Y | +133.4% | +150.6% | -17.3% | +8.5% |
| All | +336.7% | +339.8% | -3.1% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling