+618.9%
AFL vs ACM
+230.8%
+388.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +0.6% | -3.7% | +4.3% | +2.4% |
| 30D | -6.2% | -11.1% | +4.9% | -1.7% |
| 3M | +2.2% | -8.0% | +10.2% | +4.8% |
| 6M | +5.3% | -29.7% | +34.9% | +21.7% |
| YTD | +8.0% | -29.4% | +37.3% | +23.3% |
| 1Y | +10.2% | -46.4% | +56.7% | +42.8% |
| 3Y | +67.1% | -22.3% | +89.4% | +75.3% |
| 5Y | +135.6% | +4.5% | +131.1% | +108.2% |
| 10Y | +299.4% | +127.6% | +171.7% | +118.5% |
| All | +618.9% | +230.8% | +388.1% | +188.2% |
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