+1,036.2%
XLE vs AFL
+1,968.1%
-931.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -4.3% | +8.6% | -12.9% | -7.5% |
| 3M | +6.0% | +5.3% | +0.7% | +3.6% |
| 6M | +13.2% | +10.0% | +3.2% | +8.6% |
| YTD | +46.7% | +16.5% | +30.2% | +37.1% |
| 1Y | +46.6% | +12.7% | +33.9% | +38.8% |
| 3Y | +69.6% | +65.5% | +4.1% | +35.7% |
| 5Y | +166.5% | +148.5% | +18.0% | +80.5% |
| 10Y | +178.0% | +339.2% | -161.2% | +53.4% |
| All | +1,036.2% | +1,968.1% | -931.9% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling