-53.1%
TE vs AFL
+156.6%
-209.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | +0.2% | -1.6% | +1.9% | +0.4% |
| 30D | -5.9% | -4.0% | -1.9% | -5.4% |
| 3M | -45.6% | -0.5% | -45.1% | -45.8% |
| 6M | -43.4% | +6.5% | -49.9% | -44.6% |
| YTD | -31.0% | +6.2% | -37.2% | -32.4% |
| 1Y | +145.2% | +8.3% | +136.9% | +138.6% |
| 3Y | -24.1% | +62.5% | -86.6% | -31.6% |
| 5Y | -48.1% | +136.2% | -184.3% | -55.7% |
| All | -53.1% | +156.6% | -209.6% | -60.3% |
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 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