+47.3%
EXPE vs AFL
+149.6%
-102.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.7% |
| 7D | -0.5% | +2.9% | -3.4% | -2.3% |
| 30D | -6.1% | +8.0% | -14.0% | -10.5% |
| 3M | -21.3% | +5.9% | -27.2% | -24.2% |
| 6M | +19.0% | +11.6% | +7.4% | +10.5% |
| YTD | -8.4% | +17.5% | -26.0% | -18.0% |
| 1Y | -2.8% | +13.3% | -16.1% | -10.8% |
| 3Y | +120.8% | +67.0% | +53.7% | +52.0% |
| All | +47.3% | +149.6% | -102.4% | -34.5% |
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