+52.3%
XOM vs AFL
+9.8%
+42.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.1% | -1.6% | +5.7% | +4.3% |
| 30D | +4.6% | -4.0% | +8.6% | +5.1% |
| 3M | +14.0% | -0.5% | +14.5% | +13.7% |
| 6M | +11.0% | +6.5% | +4.4% | +10.6% |
| YTD | +40.7% | +6.2% | +34.5% | +39.0% |
| 1Y | +52.3% | +8.3% | +44.0% | +49.6% |
| All | +52.3% | +9.8% | +42.5% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling