+24.5%
COP vs AFL
+62.8%
-38.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -2.1% | +1.6% | +0.1% |
| 30D | +11.7% | -5.4% | +17.1% | +13.5% |
| 3M | +17.7% | -0.3% | +17.9% | +17.4% |
| 6M | +18.3% | +5.2% | +13.1% | +15.9% |
| YTD | +49.1% | +5.7% | +43.4% | +45.5% |
| 1Y | +53.3% | +10.2% | +43.1% | +47.2% |
| All | +24.5% | +62.8% | -38.3% | -1.7% |
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