+11,385.0%
LIN vs AFL
+12,008.7%
-623.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +6.5% | +10.0% | -3.6% | +3.2% |
| 3M | +5.5% | -1.6% | +7.0% | +5.9% |
| 6M | +3.3% | +10.5% | -7.2% | -0.1% |
| YTD | +22.0% | +14.3% | +7.8% | +16.5% |
| 1Y | +25.7% | +11.4% | +14.4% | +21.0% |
| 3Y | +36.2% | +62.4% | -26.2% | +15.4% |
| 5Y | +66.1% | +144.8% | -78.7% | +23.3% |
| 10Y | +431.0% | +356.2% | +74.8% | +218.4% |
| All | +11,385.0% | +12,008.7% | -623.7% | +3,244.6% |
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