+184.8%
COP vs AFL
+133.8%
+51.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +2.3% | -1.6% | +3.9% | +3.1% |
| 30D | +8.6% | -4.0% | +12.6% | +10.6% |
| 3M | +19.9% | -0.5% | +20.4% | +19.7% |
| 6M | +19.0% | +6.5% | +12.5% | +14.7% |
| YTD | +50.0% | +6.2% | +43.8% | +44.3% |
| 1Y | +50.5% | +8.3% | +42.2% | +43.1% |
| 3Y | +25.2% | +62.5% | -37.3% | -8.5% |
| All | +184.8% | +133.8% | +51.0% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling