+143.7%
XLC vs AFL
+210.3%
-66.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.5% | -1.6% | +2.2% | +1.1% |
| 30D | +2.1% | -4.0% | +6.1% | +3.5% |
| 3M | +0.7% | -0.5% | +1.2% | +0.7% |
| 6M | -3.2% | +6.5% | -9.7% | -5.6% |
| YTD | -3.8% | +6.2% | -10.0% | -6.2% |
| 1Y | -2.0% | +8.3% | -10.3% | -5.3% |
| 3Y | +71.4% | +62.5% | +8.8% | +41.8% |
| 5Y | +40.7% | +136.2% | -95.5% | +1.1% |
| All | +143.7% | +210.3% | -66.6% | +66.8% |
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 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