+133.0%
AFL vs ACM
+2.7%
+130.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.5% |
| 7D | -2.1% | -3.7% | +1.5% | -1.1% |
| 30D | -5.4% | -12.7% | +7.2% | -2.1% |
| 3M | -0.3% | -9.8% | +9.5% | +2.0% |
| 6M | +5.2% | -31.4% | +36.6% | +16.8% |
| YTD | +5.7% | -32.1% | +37.8% | +16.9% |
| 1Y | +10.2% | -47.8% | +58.0% | +33.2% |
| 3Y | +63.4% | -22.1% | +85.5% | +63.7% |
| 5Y | +133.0% | +1.8% | +131.2% | +104.9% |
| All | +133.0% | +2.7% | +130.3% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling