+245.6%
CRH vs AFL
+303.3%
-57.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -6.1% | -1.6% | -4.4% | -5.2% |
| 30D | -9.3% | -4.0% | -5.2% | -7.3% |
| 3M | -15.2% | -0.5% | -14.7% | -15.2% |
| 6M | -14.2% | +6.5% | -20.7% | -17.7% |
| YTD | -28.3% | +6.2% | -34.4% | -31.2% |
| 1Y | -21.8% | +8.3% | -30.1% | -26.1% |
| 3Y | +71.6% | +62.5% | +9.1% | +25.2% |
| 5Y | +96.6% | +136.2% | -39.5% | +14.1% |
| All | +245.6% | +303.3% | -57.6% | +50.9% |
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