+151.7%
HYG vs AFL
+665.4%
-513.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -0.7% | -4.0% | +3.3% | -0.2% |
| 3M | -0.2% | -0.5% | +0.3% | -0.2% |
| 6M | +1.4% | +6.5% | -5.1% | +0.4% |
| YTD | +1.5% | +6.2% | -4.7% | +0.4% |
| 1Y | +2.9% | +8.3% | -5.4% | +1.4% |
| 3Y | +25.6% | +62.5% | -36.9% | +15.8% |
| 5Y | +18.6% | +136.2% | -117.6% | +2.8% |
| 10Y | +55.7% | +301.4% | -245.7% | +21.6% |
| All | +151.7% | +665.4% | -513.6% | +71.5% |
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 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