+16.9%
NSC vs AFL
+13.7%
+3.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.5% | +1.4% | -5.0% | -4.1% |
| 30D | +3.9% | +9.7% | -5.7% | +0.7% |
| 3M | -0.8% | +5.5% | -6.3% | -2.9% |
| 6M | +7.1% | +11.2% | -4.1% | +2.6% |
| YTD | +16.4% | +17.1% | -0.6% | +9.7% |
| 1Y | +16.9% | +14.0% | +2.9% | +11.3% |
| All | +16.9% | +13.7% | +3.2% | +11.3% |
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