+120.8%
EXPE vs AFL
+67.6%
+53.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | -0.5% | +2.9% | -3.4% | -1.8% |
| 30D | -6.1% | +8.0% | -14.0% | -9.3% |
| 3M | -21.3% | +5.9% | -27.2% | -23.4% |
| 6M | +19.0% | +11.6% | +7.4% | +13.0% |
| YTD | -8.4% | +17.5% | -26.0% | -15.2% |
| 1Y | -2.8% | +13.3% | -16.1% | -8.4% |
| 3Y | +120.8% | +67.0% | +53.7% | +104.2% |
| All | +120.8% | +67.6% | +53.1% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling