+147.5%
GE vs AFL
+303.3%
-155.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -4.0% | -1.6% | -2.3% | -2.9% |
| 30D | -11.4% | -4.0% | -7.4% | -9.0% |
| 3M | -2.6% | -0.5% | -2.1% | -2.7% |
| 6M | -0.3% | +6.5% | -6.9% | -5.3% |
| YTD | +5.4% | +6.2% | -0.8% | 0.0% |
| 1Y | +15.5% | +8.3% | +7.3% | +7.7% |
| 3Y | +260.8% | +62.5% | +198.2% | +145.8% |
| 5Y | +421.6% | +136.2% | +285.5% | +165.8% |
| All | +147.5% | +303.3% | -155.8% | -0.7% |
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 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