+162.1%
EQX vs AFL
+63.5%
+98.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.7% |
| 7D | -3.2% | -1.6% | -1.6% | -3.3% |
| 30D | +7.8% | -4.0% | +11.8% | +7.4% |
| 3M | +21.3% | -0.5% | +21.8% | +20.8% |
| 6M | -22.4% | +6.5% | -28.9% | -23.0% |
| YTD | -11.3% | +6.2% | -17.5% | -12.3% |
| 1Y | +13.5% | +8.3% | +5.2% | +12.0% |
| 3Y | +162.1% | +62.5% | +99.6% | +168.1% |
| All | +162.1% | +63.5% | +98.6% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling