+131.2%
TLT vs AFL
+1,234.5%
-1,103.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | -6.2% | +5.6% | -1.2% |
| 3M | -2.7% | +2.2% | -4.9% | -2.5% |
| 6M | -5.6% | +5.3% | -10.9% | -5.1% |
| YTD | -2.8% | +8.0% | -10.7% | -1.9% |
| 1Y | -1.4% | +10.2% | -11.7% | -0.3% |
| 3Y | -1.6% | +67.1% | -68.7% | +4.3% |
| 5Y | -33.8% | +135.6% | -169.4% | -26.9% |
| 10Y | -21.1% | +299.4% | -320.5% | -5.8% |
| All | +131.2% | +1,234.5% | -1,103.3% | +232.8% |
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