+176.9%
XLE vs AFL
+300.4%
-123.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +0.5% | -3.3% | +3.8% | +2.7% |
| 30D | +6.6% | -5.0% | +11.5% | +10.0% |
| 3M | +12.3% | -1.8% | +14.0% | +13.1% |
| 6M | +18.4% | +4.8% | +13.5% | +13.8% |
| YTD | +47.2% | +5.4% | +41.8% | +40.5% |
| 1Y | +50.3% | +9.0% | +41.3% | +39.8% |
| 3Y | +55.3% | +63.0% | -7.7% | +5.5% |
| 5Y | +226.0% | +134.5% | +91.5% | +65.9% |
| All | +176.9% | +300.4% | -123.5% | +3.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling