+49.0%
LYB vs AFL
+16.4%
+32.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -5.7% | +2.2% | -7.9% | -5.8% |
| 30D | +4.6% | +11.1% | -6.5% | +4.2% |
| 3M | +5.5% | +1.0% | +4.4% | +4.9% |
| 6M | -19.1% | +11.4% | -30.5% | -19.3% |
| YTD | +47.1% | +16.3% | +30.8% | +45.4% |
| 1Y | +49.0% | +15.9% | +33.1% | +48.5% |
| All | +49.0% | +16.4% | +32.6% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling