+173.9%
XLE vs AFL
+340.0%
-166.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | -0.2% | +1.4% | -1.7% | -1.2% |
| 30D | -4.0% | +9.7% | -13.7% | -9.8% |
| 3M | +4.6% | +5.5% | -0.9% | +0.6% |
| 6M | +12.3% | +11.2% | +1.1% | +4.0% |
| YTD | +44.5% | +17.1% | +27.5% | +28.5% |
| 1Y | +42.4% | +14.0% | +28.4% | +28.7% |
| 3Y | +67.0% | +66.3% | +0.8% | +12.6% |
| 5Y | +161.9% | +152.7% | +9.2% | +27.0% |
| 10Y | +173.9% | +341.3% | -167.5% | -5.0% |
| All | +173.9% | +340.0% | -166.1% | -5.0% |
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 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