+998.7%
XLE vs AFL
+1,970.2%
-971.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -6.7% | +2.1% | -8.8% | -7.5% |
| 30D | -4.4% | +10.6% | -15.0% | -8.3% |
| 3M | +4.0% | +4.4% | -0.4% | +2.0% |
| 6M | +13.2% | +13.1% | 0.0% | +7.3% |
| YTD | +41.9% | +16.6% | +25.3% | +32.5% |
| 1Y | +41.6% | +13.8% | +27.8% | +33.5% |
| 3Y | +64.0% | +65.7% | -1.7% | +31.2% |
| 5Y | +158.1% | +153.1% | +5.0% | +73.5% |
| 10Y | +163.9% | +335.9% | -171.9% | +46.1% |
| All | +998.7% | +1,970.2% | -971.5% | +293.3% |
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