+50.0%
EXPE vs AFL
+18.6%
+31.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.0% | +9.5% | +10.0% |
| 7D | +14.6% | +2.9% | +11.7% | +13.1% |
| 30D | +21.4% | +11.5% | +9.9% | +15.4% |
| 3M | +1.4% | +0.6% | +0.7% | +0.5% |
| 6M | +28.6% | +11.7% | +16.9% | +21.7% |
| YTD | +12.1% | +15.4% | -3.3% | +4.2% |
| 1Y | +50.0% | +17.6% | +32.5% | +36.7% |
| All | +50.0% | +18.6% | +31.4% | +36.7% |
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