+499.9%
AFL vs ALM
+3,289.7%
-2,789.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | +0.2% | -4.0% | +4.2% | +0.2% |
| 30D | +8.6% | -30.5% | +39.2% | +8.7% |
| 3M | +5.3% | -46.9% | +52.2% | +5.4% |
| 6M | +10.0% | -65.5% | +75.5% | +10.2% |
| YTD | +16.5% | -13.4% | +29.9% | +16.4% |
| 1Y | +12.7% | +9.8% | +2.9% | +12.5% |
| 3Y | +65.5% | +783.1% | -717.6% | +64.4% |
| 5Y | +148.5% | +378.3% | -229.8% | +147.0% |
| 10Y | +339.2% | +1,942.8% | -1,603.6% | +335.6% |
| All | +499.9% | +3,289.7% | -2,789.8% | +491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling