+355.1%
AEM vs AFL
+303.3%
+51.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | +8.4% | -4.0% | +12.5% | +8.7% |
| 3M | +27.3% | -0.5% | +27.8% | +27.1% |
| 6M | -9.7% | +6.5% | -16.2% | -10.3% |
| YTD | +19.0% | +6.2% | +12.8% | +18.0% |
| 1Y | +31.5% | +8.3% | +23.2% | +30.2% |
| 3Y | +338.7% | +62.5% | +276.2% | +320.2% |
| 5Y | +307.4% | +136.2% | +171.3% | +281.5% |
| All | +355.1% | +303.3% | +51.8% | +338.3% |
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