+178.5%
XLE vs AFL
+301.4%
-122.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +0.3% | -2.1% | +2.5% | +1.7% |
| 30D | +8.5% | -5.4% | +14.0% | +12.4% |
| 3M | +14.6% | -0.3% | +14.9% | +14.3% |
| 6M | +17.6% | +5.2% | +12.4% | +12.7% |
| YTD | +48.1% | +5.7% | +42.4% | +41.1% |
| 1Y | +53.8% | +10.2% | +43.6% | +42.0% |
| 3Y | +56.2% | +63.4% | -7.2% | +6.0% |
| 5Y | +227.7% | +133.0% | +94.7% | +67.6% |
| All | +178.5% | +301.4% | -122.8% | +4.4% |
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