+12.0%
GEHC vs AFL
+79.5%
-67.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.4% |
| 7D | -5.2% | -0.7% | -4.4% | -4.9% |
| 30D | -7.0% | -7.1% | +0.2% | -4.4% |
| 3M | +3.3% | +0.4% | +2.9% | +2.9% |
| 6M | -10.0% | +4.5% | -14.5% | -12.0% |
| YTD | -18.5% | +6.1% | -24.5% | -20.8% |
| 1Y | -14.4% | +10.6% | -25.0% | -18.3% |
| 3Y | +3.4% | +64.0% | -60.6% | -8.8% |
| All | +12.0% | +79.5% | -67.5% | -4.8% |
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