+21.3%
EXC vs AFL
+64.2%
-42.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.4% |
| 7D | +1.2% | -0.7% | +2.0% | +1.5% |
| 30D | -2.7% | -7.1% | +4.4% | 0.0% |
| 3M | -1.0% | +0.4% | -1.4% | -1.2% |
| 6M | -9.3% | +4.5% | -13.8% | -10.8% |
| YTD | +3.6% | +6.1% | -2.4% | +1.2% |
| 1Y | +5.9% | +10.6% | -4.6% | +1.6% |
| 3Y | +21.3% | +64.0% | -42.7% | -2.6% |
| All | +21.3% | +64.2% | -42.9% | -2.6% |
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 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