+508.9%
XLP vs AFL
+1,816.1%
-1,307.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -0.9% | -6.2% | +5.3% | +0.4% |
| 3M | +3.8% | +2.2% | +1.6% | +3.3% |
| 6M | -1.7% | +5.3% | -7.0% | -2.8% |
| YTD | +10.3% | +8.0% | +2.3% | +8.4% |
| 1Y | +7.8% | +10.2% | -2.4% | +5.5% |
| 3Y | +27.2% | +67.1% | -39.9% | +13.8% |
| 5Y | +32.5% | +135.6% | -103.1% | +10.2% |
| 10Y | +101.8% | +299.4% | -197.6% | +47.8% |
| All | +508.9% | +1,816.1% | -1,307.1% | +191.0% |
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 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