+338.5%
COP vs AFL
+303.3%
+35.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +3.5% |
| 30D | +8.6% | -4.0% | +12.6% | +11.5% |
| 3M | +19.9% | -0.5% | +20.4% | +19.7% |
| 6M | +19.0% | +6.5% | +12.5% | +12.9% |
| YTD | +50.0% | +6.2% | +43.8% | +42.0% |
| 1Y | +50.5% | +8.3% | +42.2% | +40.0% |
| 3Y | +25.2% | +62.5% | -37.3% | -17.1% |
| 5Y | +194.3% | +136.2% | +58.1% | +42.2% |
| All | +338.5% | +303.3% | +35.3% | +45.6% |
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