+257.2%
XOM vs AFL
+133.8%
+123.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +4.1% | -1.6% | +5.7% | +4.8% |
| 30D | +4.6% | -4.0% | +8.6% | +6.3% |
| 3M | +14.0% | -0.5% | +14.5% | +13.9% |
| 6M | +11.0% | +6.5% | +4.4% | +7.5% |
| YTD | +40.7% | +6.2% | +34.5% | +36.2% |
| 1Y | +52.3% | +8.3% | +44.0% | +45.9% |
| 3Y | +60.5% | +62.5% | -2.1% | +22.8% |
| All | +257.2% | +133.8% | +123.4% | +111.2% |
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