+566.1%
XYZ vs AFL
+336.0%
+230.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.7% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | +7.0% | +8.6% | -1.6% | +1.7% |
| 3M | +5.1% | +5.3% | -0.2% | +1.5% |
| 6M | +14.1% | +10.0% | +4.0% | +6.5% |
| YTD | +26.4% | +16.5% | +9.9% | +13.0% |
| 1Y | +25.1% | +12.7% | +12.4% | +14.2% |
| 3Y | +59.7% | +65.5% | -5.8% | +10.1% |
| 5Y | -63.8% | +148.5% | -212.3% | -80.8% |
| All | +566.1% | +336.0% | +230.1% | +154.9% |
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