+169.7%
EXE vs AFL
+183.1%
-13.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.5% |
| 7D | -3.1% | -1.6% | -1.5% | -2.4% |
| 30D | -0.9% | -4.0% | +3.1% | +1.0% |
| 3M | +9.6% | -0.5% | +10.1% | +9.2% |
| 6M | -11.6% | +6.5% | -18.1% | -15.3% |
| YTD | -12.6% | +6.2% | -18.7% | -16.1% |
| 1Y | +1.2% | +8.3% | -7.1% | -4.1% |
| 3Y | +18.0% | +62.5% | -44.5% | -15.0% |
| 5Y | +101.1% | +136.2% | -35.1% | +6.8% |
| All | +169.7% | +183.1% | -13.4% | +36.2% |
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