+28.4%
XLY vs AFL
+133.8%
-105.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | -4.2% | -4.0% | -0.1% | -2.7% |
| 3M | -2.7% | -0.5% | -2.2% | -2.8% |
| 6M | -0.6% | +6.5% | -7.2% | -3.9% |
| YTD | -5.0% | +6.2% | -11.2% | -8.2% |
| 1Y | -4.1% | +8.3% | -12.4% | -8.4% |
| 3Y | +33.6% | +62.5% | -28.9% | +2.4% |
| All | +28.4% | +133.8% | -105.4% | -22.7% |
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