+6,127.5%
EFX vs AFL
+18,474.8%
-12,347.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -9.4% | -2.1% | -7.2% | -8.8% |
| 30D | -6.9% | -5.4% | -1.5% | -5.4% |
| 3M | +0.1% | -0.3% | +0.4% | +0.2% |
| 6M | -17.3% | +5.2% | -22.5% | -18.6% |
| YTD | -21.8% | +5.7% | -27.5% | -23.1% |
| 1Y | -32.5% | +10.2% | -42.8% | -34.5% |
| 3Y | -12.3% | +63.4% | -75.8% | -24.6% |
| 5Y | -36.6% | +133.0% | -169.6% | -51.0% |
| 10Y | +41.0% | +299.5% | -258.5% | -9.4% |
| All | +6,127.5% | +18,474.8% | -12,347.3% | +1,360.5% |
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 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