+38.7%
EXPE vs AFL
+11.7%
+27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -9.5% | +0.6% | -10.1% | -9.8% |
| 30D | -6.6% | -6.2% | -0.4% | -4.3% |
| 3M | +31.4% | +2.2% | +29.2% | +29.9% |
| 6M | +35.2% | +5.3% | +29.9% | +30.9% |
| YTD | +5.8% | +8.0% | -2.1% | +1.1% |
| 1Y | +38.7% | +10.2% | +28.4% | +33.7% |
| All | +38.7% | +11.7% | +27.0% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling