+39.7%
EFX vs AFL
+303.3%
-263.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -4.5% | -1.6% | -2.9% | -3.8% |
| 30D | -6.1% | -4.0% | -2.0% | -4.5% |
| 3M | +6.2% | -0.5% | +6.7% | +6.4% |
| 6M | -11.2% | +6.5% | -17.7% | -13.6% |
| YTD | -21.4% | +6.2% | -27.6% | -23.5% |
| 1Y | -34.3% | +8.3% | -42.6% | -36.6% |
| 3Y | -12.5% | +62.5% | -75.1% | -29.0% |
| 5Y | -35.6% | +136.2% | -171.7% | -55.4% |
| All | +39.7% | +303.3% | -263.6% | -15.1% |
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