+47.0%
CVX vs AFL
+18.6%
+28.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.8% |
| 7D | -5.3% | +2.9% | -8.3% | -5.8% |
| 30D | +5.1% | +11.5% | -6.4% | +3.1% |
| 3M | +14.9% | +0.6% | +14.3% | +14.5% |
| 6M | +14.9% | +11.7% | +3.2% | +12.7% |
| YTD | +46.3% | +15.4% | +30.9% | +42.5% |
| 1Y | +47.0% | +17.6% | +29.5% | +43.5% |
| All | +47.0% | +18.6% | +28.4% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling