+505.2%
AFL vs ALM
+3,551.9%
-3,046.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.9% | +0.9% |
| 7D | +2.9% | +1.2% | +1.6% | +2.9% |
| 30D | +8.0% | -19.3% | +27.3% | +8.0% |
| 3M | +5.9% | -40.6% | +46.6% | +6.0% |
| 6M | +11.6% | -57.9% | +69.5% | +11.8% |
| YTD | +17.5% | -6.7% | +24.2% | +17.4% |
| 1Y | +13.3% | +20.2% | -6.9% | +13.1% |
| 3Y | +67.0% | +879.4% | -812.4% | +65.9% |
| 5Y | +150.6% | +415.3% | -264.6% | +149.1% |
| 10Y | +343.1% | +2,100.8% | -1,757.7% | +339.3% |
| All | +505.2% | +3,551.9% | -3,046.7% | +496.6% |
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 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