+1,093.3%
XLI vs AFL
+1,775.7%
-682.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.6% | -2.1% | +1.6% | +0.2% |
| 30D | -6.9% | -5.4% | -1.5% | -5.1% |
| 3M | -1.9% | -0.3% | -1.7% | -2.1% |
| 6M | +1.0% | +5.2% | -4.2% | -1.2% |
| YTD | +11.3% | +5.7% | +5.7% | +8.6% |
| 1Y | +15.8% | +10.2% | +5.6% | +11.0% |
| 3Y | +69.8% | +63.4% | +6.4% | +39.8% |
| 5Y | +80.9% | +133.0% | -52.1% | +30.5% |
| 10Y | +257.2% | +299.5% | -42.3% | +110.5% |
| All | +1,093.3% | +1,775.7% | -682.4% | +298.2% |
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