+217.9%
XLE vs AFL
+133.8%
+84.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +1.7% | -1.6% | +3.3% | +2.4% |
| 30D | +6.7% | -4.0% | +10.8% | +8.7% |
| 3M | +14.9% | -0.5% | +15.4% | +14.8% |
| 6M | +15.9% | +6.5% | +9.4% | +11.8% |
| YTD | +47.7% | +6.2% | +41.5% | +42.3% |
| 1Y | +50.7% | +8.3% | +42.4% | +43.6% |
| 3Y | +57.9% | +62.5% | -4.7% | +17.7% |
| All | +217.9% | +133.8% | +84.1% | +77.4% |
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 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