+40.7%
XLC vs AFL
+149.6%
-108.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +3.7% | +2.9% | +0.9% | +2.7% |
| 30D | -1.9% | +8.0% | -9.9% | -4.5% |
| 3M | -3.1% | +5.9% | -9.0% | -5.1% |
| 6M | -6.4% | +11.6% | -18.0% | -10.2% |
| YTD | -6.8% | +17.5% | -24.4% | -12.6% |
| 1Y | -1.7% | +13.3% | -15.0% | -6.5% |
| 3Y | +64.7% | +67.0% | -2.3% | +31.3% |
| All | +40.7% | +149.6% | -108.9% | -12.6% |
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