+2,864.0%
GE vs AFL
+18,542.8%
-15,678.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | 0.0% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -9.5% | -7.1% | -2.4% | -6.8% |
| 3M | +4.1% | +0.4% | +3.7% | +3.7% |
| 6M | +3.9% | +4.5% | -0.6% | +1.7% |
| YTD | +9.0% | +6.1% | +3.0% | +5.9% |
| 1Y | +21.9% | +10.6% | +11.4% | +16.2% |
| 3Y | +281.8% | +64.0% | +217.8% | +208.2% |
| 5Y | +436.7% | +133.7% | +303.0% | +276.6% |
| 10Y | +151.5% | +298.0% | -146.5% | +45.5% |
| All | +2,864.0% | +18,542.8% | -15,678.8% | +425.7% |
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