+335.7%
NSC vs AFL
+297.3%
+38.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.0% |
| 30D | -3.2% | -5.4% | +2.2% | -0.5% |
| 3M | +3.9% | -0.3% | +4.2% | +3.8% |
| 6M | +7.8% | +5.2% | +2.6% | +4.6% |
| YTD | +13.4% | +5.7% | +7.7% | +9.6% |
| 1Y | +20.3% | +10.2% | +10.1% | +13.5% |
| 3Y | +76.1% | +63.4% | +12.7% | +31.2% |
| 5Y | +45.0% | +133.0% | -88.0% | -13.6% |
| 10Y | +335.7% | +299.5% | +36.2% | +94.1% |
| All | +335.7% | +297.3% | +38.4% | +94.1% |
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 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