+513.3%
XRT vs AFL
+719.8%
-206.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -4.2% | -6.2% | +2.0% | -1.9% |
| 3M | +5.1% | +2.2% | +2.9% | +4.0% |
| 6M | +2.4% | +5.3% | -2.9% | 0.0% |
| YTD | +3.2% | +8.0% | -4.8% | -0.4% |
| 1Y | +1.5% | +10.2% | -8.7% | -3.0% |
| 3Y | +40.6% | +67.1% | -26.5% | +12.9% |
| 5Y | -1.0% | +135.6% | -136.6% | -30.6% |
| 10Y | +128.4% | +299.4% | -170.9% | +27.6% |
| All | +513.3% | +719.8% | -206.5% | +147.3% |
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