+40,884.7%
JBL vs AFL
+8,241.7%
+32,643.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -1.0% | -3.3% | +2.3% | +0.4% |
| 30D | -15.1% | -5.0% | -10.1% | -13.3% |
| 3M | -14.0% | -1.8% | -12.3% | -13.9% |
| 6M | +20.6% | +4.8% | +15.8% | +17.2% |
| YTD | +32.9% | +5.4% | +27.5% | +28.4% |
| 1Y | +40.5% | +9.0% | +31.5% | +33.3% |
| 3Y | +183.7% | +63.0% | +120.7% | +121.7% |
| 5Y | +388.3% | +134.5% | +253.8% | +225.7% |
| 10Y | +1,464.9% | +298.6% | +1,166.3% | +731.7% |
| All | +40,884.7% | +8,241.7% | +32,643.1% | +14,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling