+483.3%
LLY vs AFL
+149.6%
+333.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +6.7% | +2.9% | +3.9% | +5.9% |
| 30D | +19.6% | +8.0% | +11.6% | +17.1% |
| 3M | +19.7% | +5.9% | +13.8% | +17.7% |
| 6M | +42.7% | +11.6% | +31.1% | +38.2% |
| YTD | +35.1% | +17.5% | +17.6% | +28.3% |
| 1Y | +42.2% | +13.3% | +28.9% | +36.6% |
| 3Y | +140.8% | +67.0% | +73.8% | +106.4% |
| All | +483.3% | +149.6% | +333.7% | +334.3% |
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 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