+114.8%
CSCO vs AFL
+133.0%
-18.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -10.7% | -5.4% | -5.3% | -9.1% |
| 3M | -8.7% | -0.3% | -8.5% | -9.0% |
| 6M | +44.9% | +5.2% | +39.7% | +41.5% |
| YTD | +44.1% | +5.7% | +38.5% | +40.2% |
| 1Y | +65.9% | +10.2% | +55.7% | +58.3% |
| 3Y | +109.0% | +63.4% | +45.6% | +65.6% |
| 5Y | +114.8% | +133.0% | -18.2% | +36.5% |
| All | +114.8% | +133.0% | -18.2% | +36.5% |
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