+64.0%
AFL vs ACM
-19.8%
+83.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | -7.1% | -12.9% | +5.8% | -5.0% |
| 3M | +0.4% | -6.4% | +6.8% | +1.3% |
| 6M | +4.5% | -29.2% | +33.8% | +11.1% |
| YTD | +6.1% | -29.9% | +36.0% | +12.5% |
| 1Y | +10.6% | -47.3% | +57.8% | +25.4% |
| 3Y | +64.0% | -19.6% | +83.6% | +62.6% |
| All | +64.0% | -19.8% | +83.8% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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