+683.1%
CTAS vs AFL
+303.3%
+379.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +0.5% | -1.6% | +2.2% | +1.5% |
| 30D | -0.7% | -4.0% | +3.3% | +1.6% |
| 3M | +11.1% | -0.5% | +11.6% | +11.2% |
| 6M | +2.1% | +6.5% | -4.4% | -1.9% |
| YTD | +8.0% | +6.2% | +1.8% | +3.6% |
| 1Y | -0.5% | +8.3% | -8.8% | -5.8% |
| 3Y | +66.2% | +62.5% | +3.7% | +20.3% |
| 5Y | +109.2% | +136.2% | -27.0% | +16.9% |
| All | +683.1% | +303.3% | +379.9% | +216.5% |
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 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