+39.3%
XLC vs AFL
+131.0%
-91.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.7% | -3.3% | +1.6% | -0.5% |
| 30D | +0.2% | -5.0% | +5.2% | +1.9% |
| 3M | +0.7% | -1.8% | +2.5% | +1.1% |
| 6M | -4.5% | +4.8% | -9.3% | -6.5% |
| YTD | -4.7% | +5.4% | -10.2% | -7.1% |
| 1Y | -1.5% | +9.0% | -10.5% | -5.4% |
| 3Y | +72.2% | +63.0% | +9.2% | +37.1% |
| 5Y | +39.3% | +134.5% | -95.2% | -11.0% |
| All | +39.3% | +131.0% | -91.6% | -11.0% |
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