+676.0%
AFL vs ACM
+250.2%
+425.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.2% | +5.1% | -4.9% | -2.2% |
| 30D | +8.6% | +18.7% | -10.0% | 0.0% |
| 3M | +5.3% | +15.5% | -10.1% | -2.5% |
| 6M | +10.0% | +1.2% | +8.8% | +7.2% |
| YTD | +16.5% | -25.2% | +41.8% | +29.0% |
| 1Y | +12.7% | -46.3% | +59.0% | +45.9% |
| 3Y | +65.5% | -9.6% | +75.0% | +60.6% |
| 5Y | +148.5% | +4.4% | +144.1% | +120.1% |
| 10Y | +339.2% | +129.3% | +209.9% | +140.6% |
| All | +676.0% | +250.2% | +425.8% | +201.6% |
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 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