+19,880.0%
ETN vs AFL
+18,431.1%
+1,449.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +3.0% | -3.3% | +6.3% | +4.2% |
| 30D | -10.9% | -5.0% | -5.9% | -9.4% |
| 3M | +9.2% | -1.8% | +11.0% | +9.4% |
| 6M | +13.9% | +4.8% | +9.1% | +11.2% |
| YTD | +29.5% | +5.4% | +24.1% | +26.0% |
| 1Y | +14.2% | +9.0% | +5.2% | +9.6% |
| 3Y | +79.9% | +63.0% | +16.8% | +48.1% |
| 5Y | +175.7% | +134.5% | +41.2% | +100.3% |
| 10Y | +693.2% | +298.6% | +394.6% | +381.8% |
| All | +19,880.0% | +18,431.1% | +1,449.0% | +5,670.0% |
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