+21,831.6%
LLY vs AFL
+20,380.2%
+1,451.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.1% |
| 3M | +17.1% | +5.3% | +11.8% | +15.7% |
| 6M | +44.6% | +10.0% | +34.6% | +41.3% |
| YTD | +33.5% | +16.5% | +16.9% | +28.3% |
| 1Y | +41.1% | +12.7% | +28.4% | +36.8% |
| 3Y | +143.8% | +65.5% | +78.3% | +115.1% |
| 5Y | +473.4% | +148.5% | +324.9% | +357.6% |
| 10Y | +2,035.0% | +339.2% | +1,695.7% | +1,344.2% |
| All | +21,831.6% | +20,380.2% | +1,451.5% | +5,345.1% |
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