+64.0%
AFL vs ALM
+2,327.9%
-2,263.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.6% | -1.8% |
| 7D | -0.7% | +8.4% | -9.2% | -0.8% |
| 30D | -7.1% | +34.8% | -42.0% | -7.4% |
| 3M | +0.4% | +16.2% | -15.8% | +0.3% |
| 6M | +4.5% | +2.1% | +2.4% | +4.2% |
| YTD | +6.1% | +117.0% | -111.0% | +3.9% |
| 1Y | +10.6% | +313.9% | -303.3% | +6.3% |
| 3Y | +64.0% | +2,327.9% | -2,263.9% | +50.6% |
| All | +64.0% | +2,327.9% | -2,263.9% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling