+821.1%
XLB vs AFL
+1,986.1%
-1,165.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.5% | +2.9% | -2.3% | -0.5% |
| 30D | +5.2% | +8.0% | -2.8% | +2.2% |
| 3M | +0.3% | +5.9% | -5.6% | -1.9% |
| 6M | +1.2% | +11.6% | -10.5% | -3.1% |
| YTD | +16.6% | +17.5% | -0.9% | +9.3% |
| 1Y | +21.4% | +13.3% | +8.2% | +15.3% |
| 3Y | +43.2% | +67.0% | -23.8% | +16.8% |
| 5Y | +28.0% | +150.6% | -122.6% | -10.1% |
| 10Y | +164.8% | +343.1% | -178.3% | +48.5% |
| All | +821.1% | +1,986.1% | -1,165.0% | +206.2% |
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