+73.5%
XYZ vs AFL
+66.2%
+7.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.4% |
| 7D | +14.9% | +0.5% | +14.4% | +14.8% |
| 30D | +14.7% | +9.3% | +5.3% | +12.2% |
| 3M | +12.1% | +1.0% | +11.1% | +11.8% |
| 6M | +18.3% | +11.8% | +6.5% | +14.4% |
| YTD | +36.1% | +15.3% | +20.7% | +29.6% |
| 1Y | +35.3% | +12.1% | +23.3% | +30.2% |
| 3Y | +73.5% | +65.0% | +8.5% | +61.5% |
| All | +73.5% | +66.2% | +7.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling