+134.5%
CVE vs AFL
+350.1%
-215.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.8% |
| 7D | -16.1% | +0.1% | -16.3% | -16.3% |
| 30D | -10.4% | +10.0% | -20.4% | -17.2% |
| 3M | -2.4% | -1.6% | -0.8% | -1.9% |
| 6M | -4.4% | +10.5% | -14.9% | -12.7% |
| YTD | +64.9% | +14.3% | +50.7% | +45.1% |
| 1Y | +66.0% | +11.4% | +54.6% | +48.9% |
| 3Y | +57.7% | +62.4% | -4.8% | -1.8% |
| 5Y | +144.7% | +144.8% | -0.1% | +2.8% |
| All | +134.5% | +350.1% | -215.7% | -25.2% |
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