+42.2%
LUV vs AFL
+63.5%
-21.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -1.0% | -1.6% | +0.7% | -0.2% |
| 30D | -12.4% | -4.0% | -8.3% | -10.8% |
| 3M | -11.0% | -0.5% | -10.5% | -11.1% |
| 6M | -5.0% | +6.5% | -11.5% | -8.5% |
| YTD | -3.8% | +6.2% | -10.0% | -7.2% |
| 1Y | +25.9% | +8.3% | +17.6% | +20.3% |
| 3Y | +42.2% | +62.5% | -20.3% | +22.1% |
| All | +42.2% | +63.5% | -21.3% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling