+296.7%
NSC vs AFL
+338.4%
-41.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -3.4% | +2.1% | -5.5% | -4.5% |
| 30D | +3.6% | +10.6% | -6.9% | -1.6% |
| 3M | -1.4% | +4.4% | -5.8% | -3.7% |
| 6M | +6.0% | +13.1% | -7.2% | -0.9% |
| YTD | +15.5% | +16.6% | -1.1% | +6.1% |
| 1Y | +16.2% | +13.8% | +2.4% | +8.1% |
| 3Y | +76.9% | +65.7% | +11.3% | +31.6% |
| 5Y | +29.3% | +153.1% | -123.8% | -25.9% |
| All | +296.7% | +338.4% | -41.7% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling