+11.6%
AFL vs ALM
-62.1%
+73.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.9% | +1.3% |
| 7D | +2.9% | +1.2% | +1.6% | +3.0% |
| 30D | +8.0% | -19.3% | +27.3% | +6.6% |
| 3M | +5.9% | -40.6% | +46.6% | +2.8% |
| 6M | +11.6% | -57.9% | +69.5% | +6.7% |
| All | +11.6% | -62.1% | +73.7% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling