+165.9%
CVE vs AFL
+302.2%
-136.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.0% |
| 30D | +16.7% | -6.2% | +22.9% | +22.4% |
| 3M | +9.3% | +2.2% | +7.1% | +6.6% |
| 6M | +43.6% | +5.3% | +38.3% | +36.3% |
| YTD | +93.6% | +8.0% | +85.6% | +78.9% |
| 1Y | +98.8% | +10.2% | +88.5% | +79.9% |
| 3Y | +73.6% | +67.1% | +6.5% | +5.3% |
| 5Y | +312.5% | +135.6% | +176.9% | +79.4% |
| All | +165.9% | +302.2% | -136.3% | -11.0% |
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