-68.6%
XYZ vs AFL
+134.0%
-202.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.1% |
| 7D | +2.9% | -0.7% | +3.6% | +3.4% |
| 30D | +1.4% | -7.1% | +8.5% | +6.1% |
| 3M | +14.6% | +0.4% | +14.1% | +13.6% |
| 6M | +20.8% | +4.5% | +16.2% | +15.8% |
| YTD | +23.1% | +6.1% | +17.0% | +15.9% |
| 1Y | +5.6% | +10.6% | -4.9% | -4.2% |
| 3Y | +50.9% | +64.0% | -13.1% | -7.9% |
| 5Y | -68.6% | +133.7% | -202.3% | -87.0% |
| All | -68.6% | +134.0% | -202.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling