+533.2%
XYZ vs AFL
+363.3%
+169.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -1.7% | -6.2% | +4.5% | +2.0% |
| 3M | +16.7% | +2.2% | +14.6% | +14.5% |
| 6M | +26.9% | +5.3% | +21.6% | +21.7% |
| YTD | +27.1% | +8.0% | +19.2% | +19.4% |
| 1Y | +9.3% | +10.2% | -1.0% | +0.7% |
| 3Y | +42.3% | +67.1% | -24.8% | -2.4% |
| 5Y | -69.3% | +135.6% | -204.9% | -83.0% |
| 10Y | +586.8% | +299.4% | +287.4% | +169.5% |
| All | +533.2% | +363.3% | +169.9% | +116.8% |
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 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