+146.9%
CVE vs AFL
+336.0%
-189.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +4.6% | +0.2% | +4.4% | +4.4% |
| 30D | -12.0% | +8.6% | -20.6% | -17.9% |
| 3M | -3.8% | +5.3% | -9.1% | -8.2% |
| 6M | -2.7% | +10.0% | -12.8% | -10.8% |
| YTD | +73.6% | +16.5% | +57.1% | +50.3% |
| 1Y | +62.0% | +12.7% | +49.3% | +44.0% |
| 3Y | +72.7% | +65.5% | +7.2% | +5.9% |
| 5Y | +153.9% | +148.5% | +5.4% | +5.3% |
| All | +146.9% | +336.0% | -189.0% | -23.3% |
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