+631.5%
XLU vs AFL
+1,784.5%
-1,153.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | -3.3% | -4.0% | +0.7% | -2.4% |
| 3M | -3.2% | -0.5% | -2.6% | -3.1% |
| 6M | -7.0% | +6.5% | -13.5% | -8.4% |
| YTD | +0.6% | +6.2% | -5.5% | -1.0% |
| 1Y | +2.4% | +8.3% | -5.8% | +0.3% |
| 3Y | +46.3% | +62.5% | -16.3% | +29.7% |
| 5Y | +44.0% | +136.2% | -92.2% | +16.7% |
| 10Y | +140.1% | +301.4% | -161.3% | +68.9% |
| All | +631.5% | +1,784.5% | -1,153.1% | +251.3% |
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