+595.7%
HAL vs AFL
+18,874.6%
-18,278.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +17.0% | -6.2% | +23.2% | +20.1% |
| 3M | -9.7% | +2.2% | -11.8% | -10.9% |
| 6M | +8.6% | +5.3% | +3.4% | +5.7% |
| YTD | +33.0% | +8.0% | +25.0% | +27.7% |
| 1Y | +68.3% | +10.2% | +58.1% | +60.0% |
| 3Y | +0.1% | +67.1% | -67.0% | -21.3% |
| 5Y | +102.6% | +135.6% | -33.0% | +38.9% |
| 10Y | +3.8% | +299.4% | -295.5% | -38.6% |
| All | +595.7% | +18,874.6% | -18,278.9% | +91.9% |
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