+179.3%
EXE vs AFL
+182.8%
-3.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | -1.8% | -0.7% | -1.0% | -1.5% |
| 30D | +6.4% | -7.1% | +13.5% | +10.2% |
| 3M | +9.2% | +0.4% | +8.8% | +8.4% |
| 6M | -7.0% | +4.5% | -11.5% | -9.9% |
| YTD | -9.5% | +6.1% | -15.5% | -13.1% |
| 1Y | +6.2% | +10.6% | -4.3% | -0.5% |
| 3Y | +20.7% | +64.0% | -43.3% | -13.6% |
| 5Y | +103.6% | +133.7% | -30.1% | +8.8% |
| All | +179.3% | +182.8% | -3.6% | +41.1% |
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