+12,781.7%
ECL vs AFL
+18,874.7%
-6,093.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -2.2% | -6.2% | +4.0% | -0.5% |
| 3M | +10.1% | +2.2% | +7.9% | +9.3% |
| 6M | -5.7% | +5.3% | -11.0% | -7.2% |
| YTD | +7.0% | +8.0% | -1.0% | +4.5% |
| 1Y | +2.7% | +10.2% | -7.6% | -0.3% |
| 3Y | +57.7% | +67.1% | -9.4% | +36.2% |
| 5Y | +31.1% | +135.6% | -104.5% | +3.3% |
| 10Y | +150.9% | +299.4% | -148.5% | +70.6% |
| All | +12,781.7% | +18,874.7% | -6,093.0% | +4,030.7% |
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