+28.1%
XYZ vs AFL
+14.1%
+14.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.2% |
| 7D | +12.6% | +2.1% | +10.5% | +12.9% |
| 30D | +10.8% | +10.6% | +0.2% | +13.2% |
| 3M | +8.4% | +4.4% | +4.0% | +9.0% |
| 6M | +14.3% | +13.1% | +1.2% | +18.1% |
| YTD | +31.5% | +16.6% | +14.8% | +34.7% |
| 1Y | +28.1% | +13.8% | +14.3% | +30.8% |
| All | +28.1% | +14.1% | +14.0% | +30.8% |
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