+216.7%
CTVA vs AFL
+164.6%
+52.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -4.5% | -1.6% | -2.9% | -3.7% |
| 30D | +11.3% | -4.0% | +15.4% | +13.5% |
| 3M | +12.3% | -0.5% | +12.8% | +12.3% |
| 6M | +7.2% | +6.5% | +0.7% | +3.4% |
| YTD | +26.0% | +6.2% | +19.8% | +21.3% |
| 1Y | +16.0% | +8.3% | +7.7% | +10.6% |
| 3Y | +73.9% | +62.5% | +11.4% | +30.4% |
| 5Y | +103.8% | +136.2% | -32.4% | +21.9% |
| All | +216.7% | +164.6% | +52.1% | +79.6% |
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