+180.7%
COR vs AFL
+131.0%
+49.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.8% | -3.3% | -1.5% | -3.7% |
| 30D | -3.7% | -5.0% | +1.3% | -1.9% |
| 3M | +14.3% | -1.8% | +16.1% | +15.1% |
| 6M | -8.5% | +4.8% | -13.3% | -9.9% |
| YTD | -4.4% | +5.4% | -9.8% | -6.2% |
| 1Y | +9.1% | +9.0% | +0.2% | +5.8% |
| 3Y | +85.2% | +63.0% | +22.2% | +52.8% |
| 5Y | +180.7% | +134.5% | +46.2% | +91.1% |
| All | +180.7% | +131.0% | +49.7% | +91.1% |
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