+5,648.5%
NSC vs AFL
+20,477.3%
-14,828.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.5% | +1.4% | -5.0% | -4.0% |
| 30D | +3.9% | +9.7% | -5.7% | +0.8% |
| 3M | -0.8% | +5.5% | -6.3% | -2.6% |
| 6M | +7.1% | +11.2% | -4.1% | +3.3% |
| YTD | +16.4% | +17.1% | -0.6% | +10.2% |
| 1Y | +16.9% | +14.0% | +2.9% | +11.6% |
| 3Y | +78.4% | +66.3% | +12.1% | +48.6% |
| 5Y | +33.1% | +152.7% | -119.6% | -4.0% |
| 10Y | +299.9% | +341.3% | -41.4% | +138.6% |
| All | +5,648.5% | +20,477.3% | -14,828.8% | +1,193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling