+105.1%
CTVA vs AFL
+133.8%
-28.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -4.5% | -1.6% | -2.9% | -3.9% |
| 30D | +11.3% | -4.0% | +15.4% | +12.9% |
| 3M | +12.3% | -0.5% | +12.8% | +12.3% |
| 6M | +7.2% | +6.5% | +0.7% | +4.3% |
| YTD | +26.0% | +6.2% | +19.8% | +22.4% |
| 1Y | +16.0% | +8.3% | +7.7% | +11.9% |
| 3Y | +73.9% | +62.5% | +11.4% | +38.7% |
| All | +105.1% | +133.8% | -28.7% | +25.6% |
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 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