+2,486.5%
EXC vs AFL
+20,558.3%
-18,071.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +1.4% | +2.9% | -1.5% | +0.7% |
| 30D | +8.6% | +8.0% | +0.6% | +6.7% |
| 3M | +2.4% | +5.9% | -3.5% | +1.0% |
| 6M | +6.5% | +11.6% | -5.2% | +3.8% |
| YTD | +9.0% | +17.5% | -8.5% | +5.0% |
| 1Y | +4.6% | +13.3% | -8.7% | +1.5% |
| 3Y | +33.5% | +67.0% | -33.5% | +18.0% |
| 5Y | +41.4% | +150.6% | -109.2% | +13.5% |
| 10Y | +204.3% | +343.1% | -138.8% | +112.9% |
| All | +2,486.5% | +20,558.3% | -18,071.8% | +811.8% |
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