-5.8%
XLC vs AFL
+18.6%
-24.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +1.8% | +2.9% | -1.2% | +1.6% |
| 30D | -6.0% | +11.5% | -17.5% | -6.6% |
| 3M | -6.0% | +0.6% | -6.6% | -6.2% |
| 6M | -9.1% | +11.7% | -20.8% | -9.6% |
| YTD | -10.0% | +15.4% | -25.4% | -11.5% |
| 1Y | -5.8% | +17.6% | -23.4% | -7.2% |
| All | -5.8% | +18.6% | -24.4% | -7.2% |
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 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