+34.1%
XLP vs AFL
+135.6%
-101.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -0.9% | -6.2% | +5.3% | +1.0% |
| 3M | +3.8% | +2.2% | +1.6% | +3.1% |
| 6M | -1.7% | +5.3% | -7.0% | -3.4% |
| YTD | +10.3% | +8.0% | +2.3% | +7.5% |
| 1Y | +7.8% | +10.2% | -2.4% | +4.3% |
| 3Y | +27.2% | +67.1% | -39.9% | +6.9% |
| All | +34.1% | +135.6% | -101.6% | -2.0% |
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