+412.1%
LIN vs AFL
+342.1%
+70.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +2.0% | +2.1% | -0.1% | +1.1% |
| 30D | +7.9% | +10.6% | -2.7% | +3.1% |
| 3M | +6.3% | +4.4% | +1.9% | +4.1% |
| 6M | +6.5% | +13.1% | -6.6% | +0.4% |
| YTD | +23.6% | +16.6% | +6.9% | +14.5% |
| 1Y | +25.7% | +13.8% | +11.9% | +17.7% |
| 3Y | +35.6% | +65.7% | -30.0% | +5.2% |
| 5Y | +65.9% | +153.1% | -87.3% | +4.4% |
| 10Y | +412.1% | +335.9% | +76.2% | +157.4% |
| All | +412.1% | +342.1% | +70.0% | +157.4% |
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 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