+113.9%
SOXX vs AFL
+11.7%
+102.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +2.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.7% |
| 30D | -2.0% | -6.2% | +4.1% | -7.2% |
| 3M | -13.7% | +2.2% | -15.9% | -11.9% |
| 6M | +52.4% | +5.3% | +47.1% | +56.2% |
| YTD | +72.8% | +8.0% | +64.9% | +80.3% |
| 1Y | +113.9% | +10.2% | +103.7% | +127.9% |
| All | +113.9% | +11.7% | +102.2% | +127.9% |
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 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