-35.1%
TLT vs AFL
+131.0%
-166.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.7% |
| 30D | -1.3% | -5.0% | +3.6% | -1.5% |
| 3M | -3.7% | -1.8% | -2.0% | -3.8% |
| 6M | -6.4% | +4.8% | -11.2% | -6.2% |
| YTD | -4.5% | +5.4% | -9.9% | -4.2% |
| 1Y | -5.9% | +9.0% | -14.8% | -5.5% |
| 3Y | -2.8% | +63.0% | -65.8% | +1.5% |
| 5Y | -35.1% | +134.5% | -169.6% | -27.1% |
| All | -35.1% | +131.0% | -166.0% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling