+197.3%
JBL vs AFL
+63.5%
+133.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +5.0% |
| 7D | +2.4% | -1.6% | +4.1% | +2.4% |
| 30D | -13.1% | -4.0% | -9.1% | -13.1% |
| 3M | -15.6% | -0.5% | -15.1% | -15.8% |
| 6M | +24.6% | +6.5% | +18.0% | +23.4% |
| YTD | +39.6% | +6.2% | +33.4% | +38.1% |
| 1Y | +48.6% | +8.3% | +40.3% | +46.5% |
| 3Y | +197.3% | +62.5% | +134.7% | +165.1% |
| All | +197.3% | +63.5% | +133.7% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling