+552.8%
XLP vs AFL
+1,928.0%
-1,375.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +10.3% | +10.0% | +0.2% | +8.2% |
| 3M | +6.5% | -1.6% | +8.1% | +6.9% |
| 6M | +8.4% | +10.5% | -2.1% | +6.2% |
| YTD | +18.2% | +14.3% | +3.9% | +14.9% |
| 1Y | +22.4% | +11.4% | +11.0% | +19.6% |
| 3Y | +41.9% | +62.4% | -20.5% | +27.7% |
| 5Y | +40.9% | +144.8% | -103.9% | +16.3% |
| 10Y | +128.4% | +356.2% | -227.8% | +63.2% |
| All | +552.8% | +1,928.0% | -1,375.2% | +208.4% |
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