+390.2%
LLY vs AFL
+133.0%
+257.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.5% |
| 30D | -8.6% | -5.4% | -3.2% | -7.3% |
| 3M | -1.6% | -0.3% | -1.4% | -1.6% |
| 6M | +11.8% | +5.2% | +6.6% | +9.9% |
| YTD | +5.1% | +5.7% | -0.6% | +2.9% |
| 1Y | +50.7% | +10.2% | +40.5% | +45.5% |
| 3Y | +95.7% | +63.4% | +32.3% | +69.9% |
| 5Y | +390.2% | +133.0% | +257.2% | +285.8% |
| All | +390.2% | +133.0% | +257.2% | +285.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling