+3,555.0%
AEM vs AFL
+18,474.8%
-14,919.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +3.0% | -2.1% | +5.1% | +3.2% |
| 30D | +12.5% | -5.4% | +17.9% | +13.1% |
| 3M | +26.9% | -0.3% | +27.2% | +26.8% |
| 6M | -9.4% | +5.2% | -14.7% | -10.1% |
| YTD | +20.3% | +5.7% | +14.6% | +19.2% |
| 1Y | +33.8% | +10.2% | +23.6% | +31.9% |
| 3Y | +349.8% | +63.4% | +286.4% | +323.4% |
| 5Y | +301.0% | +133.0% | +168.0% | +262.3% |
| 10Y | +376.1% | +299.5% | +76.5% | +295.1% |
| All | +3,555.0% | +18,474.8% | -14,919.8% | +3,528.0% |
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 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