+36.7%
LIN vs AFL
+67.6%
-30.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +2.1% | +2.9% | -0.8% | +1.2% |
| 30D | +6.8% | +8.0% | -1.2% | +4.2% |
| 3M | +10.4% | +5.9% | +4.5% | +8.3% |
| 6M | +3.2% | +11.6% | -8.5% | -0.7% |
| YTD | +24.6% | +17.5% | +7.1% | +17.4% |
| 1Y | +24.4% | +13.3% | +11.1% | +18.8% |
| 3Y | +36.7% | +67.0% | -30.3% | +16.8% |
| All | +36.7% | +67.6% | -30.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling