+73.6%
CTAS vs AFL
+67.6%
+6.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +2.0% | +2.9% | -0.9% | +0.8% |
| 30D | +8.7% | +8.0% | +0.7% | +5.4% |
| 3M | +13.3% | +5.9% | +7.4% | +10.5% |
| 6M | +39.4% | +11.6% | +27.8% | +33.2% |
| YTD | +21.5% | +17.5% | +4.0% | +13.4% |
| 1Y | +21.9% | +13.3% | +8.6% | +15.5% |
| 3Y | +73.6% | +67.0% | +6.6% | +51.8% |
| All | +73.6% | +67.6% | +6.0% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling