+1,455.3%
XLK vs AFL
+1,771.3%
-316.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | -3.3% | +2.9% | +0.6% |
| 30D | -0.5% | -5.0% | +4.5% | +1.0% |
| 3M | +5.0% | -1.8% | +6.8% | +5.2% |
| 6M | +32.9% | +4.8% | +28.0% | +30.1% |
| YTD | +29.0% | +5.4% | +23.5% | +25.9% |
| 1Y | +37.8% | +9.0% | +28.9% | +32.8% |
| 3Y | +118.7% | +63.0% | +55.6% | +83.7% |
| 5Y | +145.6% | +134.5% | +11.1% | +83.5% |
| 10Y | +791.5% | +298.6% | +492.9% | +450.2% |
| All | +1,455.3% | +1,771.3% | -316.0% | +502.9% |
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