+14,202.8%
ECL vs AFL
+20,558.3%
-6,355.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.9% | +2.9% | 0.0% | +2.1% |
| 30D | +7.5% | +8.0% | -0.5% | +5.3% |
| 3M | +12.2% | +5.9% | +6.3% | +10.5% |
| 6M | +24.6% | +11.6% | +12.9% | +20.8% |
| YTD | +18.8% | +17.5% | +1.2% | +13.5% |
| 1Y | +19.3% | +13.3% | +6.1% | +15.1% |
| 3Y | +78.2% | +67.0% | +11.2% | +53.9% |
| 5Y | +38.8% | +150.6% | -111.8% | +7.5% |
| 10Y | +197.8% | +343.1% | -145.2% | +97.2% |
| All | +14,202.8% | +20,558.3% | -6,355.4% | +4,382.8% |
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