+1,106.7%
XLY vs AFL
+1,784.5%
-677.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | -4.2% | -4.0% | -0.1% | -2.9% |
| 3M | -2.7% | -0.5% | -2.2% | -2.7% |
| 6M | -0.6% | +6.5% | -7.2% | -3.2% |
| YTD | -5.0% | +6.2% | -11.2% | -7.5% |
| 1Y | -4.1% | +8.3% | -12.4% | -7.4% |
| 3Y | +33.6% | +62.5% | -28.9% | +11.0% |
| 5Y | +28.7% | +136.2% | -107.4% | -6.3% |
| 10Y | +219.6% | +301.4% | -81.8% | +87.8% |
| All | +1,106.7% | +1,784.5% | -677.8% | +282.5% |
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