+189.5%
LQD vs AFL
+1,206.4%
-1,016.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | 0.0% | -2.1% | +2.1% | 0.0% |
| 30D | -0.2% | -5.4% | +5.2% | 0.0% |
| 3M | -1.7% | -0.3% | -1.4% | -1.7% |
| 6M | -2.7% | +5.2% | -7.9% | -2.9% |
| YTD | -1.4% | +5.7% | -7.1% | -1.6% |
| 1Y | -1.0% | +10.2% | -11.2% | -1.4% |
| 3Y | +15.1% | +63.4% | -48.4% | +13.0% |
| 5Y | -5.2% | +133.0% | -138.2% | -8.1% |
| 10Y | +23.3% | +299.5% | -276.2% | +16.7% |
| All | +189.5% | +1,206.4% | -1,016.9% | +174.2% |
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 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