+47.1%
EQT vs AFL
+303.3%
-256.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -2.0% | -1.6% | -0.3% | -1.2% |
| 30D | 0.0% | -4.0% | +4.1% | +2.1% |
| 3M | +5.9% | -0.5% | +6.4% | +5.8% |
| 6M | -14.8% | +6.5% | -21.3% | -18.2% |
| YTD | +1.8% | +6.2% | -4.4% | -2.5% |
| 1Y | +7.4% | +8.3% | -0.9% | +1.7% |
| 3Y | +33.6% | +62.5% | -28.9% | -0.7% |
| 5Y | +199.3% | +136.2% | +63.2% | +80.8% |
| All | +47.1% | +303.3% | -256.1% | -38.4% |
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