+119.9%
XRT vs AFL
+300.4%
-180.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.6% | -3.3% | -0.3% | -2.1% |
| 30D | -6.7% | -5.0% | -1.7% | -4.5% |
| 3M | -1.4% | -1.8% | +0.4% | -0.8% |
| 6M | +1.7% | +4.8% | -3.1% | -1.1% |
| YTD | -1.5% | +5.4% | -6.9% | -4.7% |
| 1Y | -2.5% | +9.0% | -11.5% | -7.4% |
| 3Y | +39.9% | +63.0% | -23.1% | +6.4% |
| 5Y | -2.6% | +134.5% | -137.1% | -38.9% |
| All | +119.9% | +300.4% | -180.5% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling