+455.8%
AFL vs ALM
+7,705.7%
-7,249.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | -6.2% | +32.0% | -38.2% | -6.2% |
| 3M | +2.2% | -15.0% | +17.2% | +2.2% |
| 6M | +5.3% | -10.1% | +15.4% | +5.2% |
| YTD | +8.0% | +99.4% | -91.5% | +7.7% |
| 1Y | +10.2% | +316.4% | -306.1% | +9.8% |
| 3Y | +67.1% | +2,022.0% | -1,954.9% | +65.7% |
| 5Y | +135.6% | +941.2% | -805.6% | +133.9% |
| 10Y | +299.4% | +2,950.3% | -2,651.0% | +295.6% |
| All | +455.8% | +7,705.7% | -7,249.9% | +447.3% |
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