+133.0%
AFL vs ALM
+958.0%
-825.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.3% |
| 7D | -2.1% | +3.6% | -5.8% | -2.2% |
| 30D | -5.4% | +33.8% | -39.2% | -5.9% |
| 3M | -0.3% | +14.8% | -15.0% | -0.6% |
| 6M | +5.2% | -7.0% | +12.2% | +4.9% |
| YTD | +5.7% | +108.1% | -102.4% | +2.9% |
| 1Y | +10.2% | +313.8% | -303.6% | +4.9% |
| 3Y | +63.4% | +2,227.6% | -2,164.2% | +44.0% |
| 5Y | +133.0% | +956.6% | -823.6% | +107.0% |
| All | +133.0% | +958.0% | -825.0% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling