+17,561.1%
LLY vs AFL
+18,874.6%
-1,313.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -1.6% | -6.2% | +4.6% | -0.2% |
| 3M | +2.3% | +2.2% | +0.1% | +1.7% |
| 6M | +14.9% | +5.3% | +9.6% | +13.3% |
| YTD | +7.5% | +8.0% | -0.5% | +5.2% |
| 1Y | +55.7% | +10.2% | +45.5% | +51.5% |
| 3Y | +110.6% | +67.1% | +43.5% | +85.4% |
| 5Y | +363.4% | +135.6% | +227.8% | +274.0% |
| 10Y | +1,649.0% | +299.4% | +1,349.6% | +1,109.1% |
| All | +17,561.1% | +18,874.6% | -1,313.5% | +4,362.0% |
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