+424.5%
GE vs AFL
+131.5%
+293.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.1% |
| 30D | -11.3% | -5.4% | -5.8% | -8.6% |
| 3M | -1.4% | -0.3% | -1.1% | -1.6% |
| 6M | +1.2% | +5.2% | -4.0% | -2.2% |
| YTD | +5.9% | +5.7% | +0.3% | +1.8% |
| 1Y | +18.4% | +10.2% | +8.2% | +10.6% |
| 3Y | +271.0% | +63.4% | +207.6% | +165.0% |
| All | +424.5% | +131.5% | +293.0% | +168.6% |
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