+156.4%
EXPE vs AFL
+300.4%
-144.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -8.7% | -3.3% | -5.4% | -6.3% |
| 30D | -13.6% | -5.0% | -8.7% | -10.3% |
| 3M | +26.6% | -1.8% | +28.4% | +28.1% |
| 6M | +19.9% | +4.8% | +15.1% | +15.2% |
| YTD | -1.7% | +5.4% | -7.1% | -6.3% |
| 1Y | +29.4% | +9.0% | +20.5% | +20.3% |
| 3Y | +155.7% | +63.0% | +92.6% | +69.0% |
| 5Y | +93.1% | +134.5% | -41.4% | -5.9% |
| All | +156.4% | +300.4% | -144.0% | -4.2% |
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