+417.3%
LIN vs AFL
+348.2%
+69.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +7.6% | +9.3% | -1.8% | +3.3% |
| 3M | +6.5% | +1.0% | +5.5% | +5.9% |
| 6M | +6.2% | +11.8% | -5.7% | +0.6% |
| YTD | +23.2% | +15.3% | +7.9% | +14.7% |
| 1Y | +25.4% | +12.1% | +13.4% | +18.3% |
| 3Y | +38.3% | +65.0% | -26.7% | +7.5% |
| 5Y | +64.4% | +149.1% | -84.7% | +4.2% |
| 10Y | +417.3% | +340.9% | +76.4% | +158.1% |
| All | +417.3% | +348.2% | +69.2% | +158.1% |
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 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