+1,024.7%
XLE vs AFL
+1,816.1%
-791.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +11.8% | -6.2% | +18.0% | +14.5% |
| 3M | +9.8% | +2.2% | +7.6% | +8.6% |
| 6M | +15.6% | +5.3% | +10.3% | +12.8% |
| YTD | +45.3% | +8.0% | +37.3% | +40.1% |
| 1Y | +48.3% | +10.2% | +38.1% | +41.7% |
| 3Y | +55.4% | +67.1% | -11.6% | +24.1% |
| 5Y | +216.1% | +135.6% | +80.5% | +119.1% |
| 10Y | +178.4% | +299.4% | -121.0% | +59.6% |
| All | +1,024.7% | +1,816.1% | -791.3% | +315.9% |
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