+64.3%
XLF vs AFL
+133.8%
-69.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.5% | -1.6% | +0.2% | -0.5% |
| 30D | -1.2% | -4.0% | +2.9% | +1.2% |
| 3M | +9.2% | -0.5% | +9.7% | +9.2% |
| 6M | +16.3% | +6.5% | +9.8% | +11.4% |
| YTD | +5.4% | +6.2% | -0.7% | +1.0% |
| 1Y | +7.6% | +8.3% | -0.7% | +1.6% |
| 3Y | +74.2% | +62.5% | +11.7% | +23.5% |
| All | +64.3% | +133.8% | -69.6% | -13.5% |
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