+413.7%
JBL vs AFL
+133.8%
+279.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.8% |
| 7D | +2.4% | -1.6% | +4.1% | +3.0% |
| 30D | -13.1% | -4.0% | -9.1% | -12.0% |
| 3M | -15.6% | -0.5% | -15.1% | -15.9% |
| 6M | +24.6% | +6.5% | +18.0% | +20.4% |
| YTD | +39.6% | +6.2% | +33.4% | +34.7% |
| 1Y | +48.6% | +8.3% | +40.3% | +41.6% |
| 3Y | +197.3% | +62.5% | +134.7% | +119.9% |
| All | +413.7% | +133.8% | +279.9% | +170.8% |
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