+289.3%
INTC vs AFL
+11.7%
+277.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +3.6% |
| 7D | +7.1% | +0.6% | +6.5% | +7.7% |
| 30D | -5.2% | -6.2% | +1.0% | -11.2% |
| 3M | -14.3% | +2.2% | -16.5% | -12.4% |
| 6M | +110.2% | +5.3% | +104.9% | +115.8% |
| YTD | +159.6% | +8.0% | +151.7% | +173.8% |
| 1Y | +289.3% | +10.2% | +279.0% | +333.4% |
| All | +289.3% | +11.7% | +277.6% | +333.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling