+889.2%
XLV vs AFL
+1,784.5%
-895.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -1.6% | -1.9% | -3.2% |
| 30D | -1.8% | -4.0% | +2.2% | -0.9% |
| 3M | +7.8% | -0.5% | +8.3% | +7.9% |
| 6M | +9.1% | +6.5% | +2.6% | +7.3% |
| YTD | +7.7% | +6.2% | +1.6% | +6.0% |
| 1Y | +20.4% | +8.3% | +12.1% | +17.8% |
| 3Y | +30.8% | +62.5% | -31.8% | +15.6% |
| 5Y | +34.6% | +136.2% | -101.5% | +8.4% |
| 10Y | +173.4% | +301.4% | -128.0% | +90.3% |
| All | +889.2% | +1,784.5% | -895.3% | +355.1% |
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