+18,977.1%
COR vs AFL
+6,671.3%
+12,305.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +7.8% | +2.9% | +5.0% | +7.2% |
| 30D | +7.0% | +8.0% | -0.9% | +5.2% |
| 3M | +16.3% | +5.9% | +10.4% | +14.8% |
| 6M | +41.3% | +11.6% | +29.6% | +37.9% |
| YTD | +7.1% | +17.5% | -10.4% | +3.4% |
| 1Y | -0.8% | +13.3% | -14.1% | -3.5% |
| 3Y | +85.0% | +67.0% | +18.0% | +64.4% |
| 5Y | +203.9% | +150.6% | +53.2% | +146.4% |
| 10Y | +510.3% | +343.1% | +167.2% | +332.3% |
| All | +18,977.1% | +6,671.3% | +12,305.9% | +6,783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling