+239.3%
EQIX vs AFL
+1,326.3%
-1,087.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +2.3% | -2.1% | +4.5% | +3.1% |
| 30D | +0.4% | -5.4% | +5.9% | +2.3% |
| 3M | -1.1% | -0.3% | -0.9% | -1.2% |
| 6M | +11.5% | +5.2% | +6.3% | +9.3% |
| YTD | +38.2% | +5.7% | +32.5% | +35.1% |
| 1Y | +36.7% | +10.2% | +26.5% | +31.6% |
| 3Y | +44.1% | +63.4% | -19.3% | +20.3% |
| 5Y | +34.8% | +133.0% | -98.2% | -1.1% |
| 10Y | +248.8% | +299.5% | -50.7% | +99.3% |
| All | +239.3% | +1,326.3% | -1,087.1% | +43.0% |
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