+2,340.5%
EXC vs AFL
+18,874.7%
-16,534.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -3.7% | -6.2% | +2.5% | -2.3% |
| 3M | -1.3% | +2.2% | -3.5% | -1.8% |
| 6M | -9.7% | +5.3% | -15.0% | -10.8% |
| YTD | +2.9% | +8.0% | -5.1% | +1.0% |
| 1Y | +4.4% | +10.2% | -5.8% | +1.9% |
| 3Y | +22.2% | +67.1% | -44.9% | +8.0% |
| 5Y | +46.7% | +135.6% | -88.9% | +19.4% |
| 10Y | +155.3% | +299.4% | -144.0% | +82.8% |
| All | +2,340.5% | +18,874.7% | -16,534.1% | +777.3% |
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