+102.3%
INTC vs AFL
+131.0%
-28.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | +9.4% | -3.3% | +12.7% | +10.6% |
| 30D | +2.7% | -5.0% | +7.6% | +4.3% |
| 3M | -6.3% | -1.8% | -4.5% | -6.7% |
| 6M | +114.5% | +4.8% | +109.6% | +106.5% |
| YTD | +171.9% | +5.4% | +166.4% | +160.1% |
| 1Y | +305.0% | +9.0% | +296.0% | +278.5% |
| 3Y | +168.3% | +63.0% | +105.3% | +108.5% |
| 5Y | +102.3% | +134.5% | -32.2% | +23.6% |
| All | +102.3% | +131.0% | -28.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling