+1,037.3%
KEY vs AFL
+20,171.4%
-19,134.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | +7.2% | +9.3% | -2.1% | +1.6% |
| 3M | -4.9% | +1.0% | -5.9% | -5.6% |
| 6M | +1.1% | +11.8% | -10.8% | -5.9% |
| YTD | +6.8% | +15.3% | -8.5% | -2.5% |
| 1Y | +23.3% | +12.1% | +11.2% | +14.3% |
| 3Y | +126.1% | +65.0% | +61.1% | +63.7% |
| 5Y | +15.2% | +149.1% | -133.9% | -32.9% |
| 10Y | +113.6% | +340.9% | -227.3% | -5.9% |
| All | +1,037.3% | +20,171.4% | -19,134.1% | +73.9% |
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