+153.1%
AFL vs ACM
+4.8%
+148.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.1% | +6.6% | -4.5% | +0.3% |
| 30D | +10.6% | +19.8% | -9.2% | +5.2% |
| 3M | +4.4% | -3.1% | +7.5% | +4.8% |
| 6M | +13.1% | -11.5% | +24.6% | +16.1% |
| YTD | +16.6% | -24.7% | +41.3% | +25.1% |
| 1Y | +13.8% | -45.1% | +58.9% | +36.7% |
| 3Y | +65.7% | -8.9% | +74.5% | +56.6% |
| 5Y | +153.1% | +5.4% | +147.7% | +117.9% |
| All | +153.1% | +4.8% | +148.3% | +117.9% |
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