+1,525.1%
JBL vs AFL
+303.3%
+1,221.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.7% |
| 7D | +2.4% | -1.6% | +4.1% | +3.4% |
| 30D | -13.1% | -4.0% | -9.1% | -11.2% |
| 3M | -15.6% | -0.5% | -15.1% | -16.0% |
| 6M | +24.6% | +6.5% | +18.0% | +18.5% |
| YTD | +39.6% | +6.2% | +33.4% | +32.5% |
| 1Y | +48.6% | +8.3% | +40.3% | +38.6% |
| 3Y | +197.3% | +62.5% | +134.7% | +106.2% |
| 5Y | +413.0% | +136.2% | +276.8% | +172.5% |
| All | +1,525.1% | +303.3% | +1,221.8% | +553.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling