+176.5%
XLE vs AFL
+336.0%
-159.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +4.4% | +0.2% | +4.2% | +4.2% |
| 30D | -4.3% | +8.6% | -12.9% | -9.5% |
| 3M | +6.0% | +5.3% | +0.7% | +2.1% |
| 6M | +13.2% | +10.0% | +3.2% | +5.5% |
| YTD | +46.7% | +16.5% | +30.2% | +30.8% |
| 1Y | +46.6% | +12.7% | +33.9% | +33.6% |
| 3Y | +69.6% | +65.5% | +4.1% | +14.6% |
| 5Y | +166.5% | +148.5% | +18.0% | +30.8% |
| All | +176.5% | +336.0% | -159.5% | -3.7% |
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