+155.8%
EXC vs AFL
+303.3%
-147.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -3.6% | -4.0% | +0.4% | -2.0% |
| 3M | -4.3% | -0.5% | -3.8% | -4.1% |
| 6M | -9.9% | +6.5% | -16.5% | -12.5% |
| YTD | +1.8% | +6.2% | -4.4% | -1.2% |
| 1Y | +2.9% | +8.3% | -5.4% | -1.1% |
| 3Y | +19.1% | +62.5% | -43.4% | -5.7% |
| 5Y | +44.8% | +136.2% | -91.3% | -4.8% |
| All | +155.8% | +303.3% | -147.4% | +41.6% |
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