+1,879.0%
CVS vs AFL
+18,474.8%
-16,595.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.9% | -2.1% | +0.2% | -1.4% |
| 30D | -0.3% | -5.4% | +5.1% | +1.1% |
| 3M | -1.1% | -0.3% | -0.9% | -1.1% |
| 6M | +23.7% | +5.2% | +18.5% | +22.0% |
| YTD | +23.0% | +5.7% | +17.3% | +21.1% |
| 1Y | +37.2% | +10.2% | +26.9% | +33.5% |
| 3Y | +62.4% | +63.4% | -1.0% | +42.6% |
| 5Y | +31.8% | +133.0% | -101.2% | +5.9% |
| 10Y | +41.9% | +299.5% | -257.6% | -1.5% |
| All | +1,879.0% | +18,474.8% | -16,595.9% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling