+411.8%
GE vs AFL
+149.6%
+262.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +2.7% | +2.9% | -0.2% | +1.2% |
| 30D | +8.1% | +8.0% | +0.1% | +3.9% |
| 3M | -7.9% | +5.9% | -13.8% | -10.6% |
| 6M | +12.9% | +11.6% | +1.3% | +6.0% |
| YTD | +8.2% | +17.5% | -9.4% | -1.6% |
| 1Y | +9.7% | +13.3% | -3.6% | +1.8% |
| 3Y | +266.1% | +67.0% | +199.1% | +164.3% |
| All | +411.8% | +149.6% | +262.1% | +153.5% |
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