+855.0%
EXPE vs AFL
+771.6%
+83.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -9.5% | +0.6% | -10.1% | -9.8% |
| 30D | -6.6% | -6.2% | -0.4% | -3.7% |
| 3M | +31.4% | +2.2% | +29.2% | +29.7% |
| 6M | +35.2% | +5.3% | +29.9% | +31.3% |
| YTD | +5.8% | +8.0% | -2.1% | +1.4% |
| 1Y | +38.7% | +10.2% | +28.4% | +31.4% |
| 3Y | +175.8% | +67.1% | +108.7% | +109.6% |
| 5Y | +111.8% | +135.6% | -23.7% | +35.8% |
| 10Y | +179.7% | +299.4% | -119.7% | +41.4% |
| All | +855.0% | +771.6% | +83.5% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling