+6.9%
EQX vs AFL
+16.4%
-9.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.4% |
| 7D | +10.8% | +2.2% | +8.6% | +12.1% |
| 30D | -0.9% | +11.1% | -12.0% | +5.6% |
| 3M | +9.5% | +1.0% | +8.5% | +9.9% |
| 6M | -16.8% | +11.4% | -28.2% | -12.2% |
| YTD | -19.3% | +16.3% | -35.6% | -16.3% |
| 1Y | +6.9% | +15.9% | -9.0% | +11.4% |
| All | +6.9% | +16.4% | -9.5% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling