+676.8%
AFL vs ACM
+252.7%
+424.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.1% | +6.6% | -4.5% | -1.1% |
| 30D | +10.6% | +19.8% | -9.2% | +1.3% |
| 3M | +4.4% | -3.1% | +7.5% | +4.6% |
| 6M | +13.1% | -11.5% | +24.6% | +17.0% |
| YTD | +16.6% | -24.7% | +41.3% | +28.7% |
| 1Y | +13.8% | -45.1% | +58.9% | +45.7% |
| 3Y | +65.7% | -8.9% | +74.5% | +60.2% |
| 5Y | +153.1% | +5.4% | +147.7% | +123.2% |
| 10Y | +335.9% | +131.1% | +204.8% | +137.9% |
| All | +676.8% | +252.7% | +424.0% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling