+40.0%
CVS vs AFL
+303.3%
-263.2%
-56.8%
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% | -0.9% |
| 7D | -2.2% | -1.6% | -0.5% | -1.5% |
| 30D | -0.1% | -4.0% | +4.0% | +1.6% |
| 3M | -5.2% | -0.5% | -4.7% | -5.1% |
| 6M | +26.9% | +6.5% | +20.4% | +23.3% |
| YTD | +22.1% | +6.2% | +15.9% | +18.7% |
| 1Y | +30.8% | +8.3% | +22.5% | +26.0% |
| 3Y | +54.4% | +62.5% | -8.1% | +24.0% |
| 5Y | +33.4% | +136.2% | -102.8% | -8.9% |
| All | +40.0% | +303.3% | -263.2% | -16.9% |
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