+2,053.0%
LLY vs AFL
+336.0%
+1,717.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +22.4% | +8.6% | +13.7% | +19.8% |
| 3M | +17.1% | +5.3% | +11.8% | +15.5% |
| 6M | +44.6% | +10.0% | +34.6% | +40.9% |
| YTD | +33.5% | +16.5% | +16.9% | +27.6% |
| 1Y | +41.1% | +12.7% | +28.4% | +36.2% |
| 3Y | +143.8% | +65.5% | +78.3% | +111.8% |
| 5Y | +473.4% | +148.5% | +324.9% | +344.5% |
| All | +2,053.0% | +336.0% | +1,717.0% | +1,466.3% |
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