+137.8%
LLY vs AFL
+66.2%
+71.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +41.0% |
| YTD | +33.5% | +16.5% | +16.9% | +27.4% |
| 1Y | +41.1% | +12.7% | +28.4% | +36.2% |
| All | +137.8% | +66.2% | +71.6% | +116.2% |
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