+88.3%
EXPE vs AFL
+133.0%
-44.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -11.5% | -2.1% | -9.4% | -10.2% |
| 30D | -13.1% | -5.4% | -7.6% | -10.0% |
| 3M | +18.1% | -0.3% | +18.4% | +18.1% |
| 6M | +13.3% | +5.2% | +8.1% | +9.2% |
| YTD | -3.2% | +5.7% | -8.9% | -7.2% |
| 1Y | +26.1% | +10.2% | +15.9% | +17.6% |
| 3Y | +151.7% | +63.4% | +88.3% | +73.8% |
| 5Y | +88.3% | +133.0% | -44.7% | -8.0% |
| All | +88.3% | +133.0% | -44.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling