+293.1%
AFL vs AME
+427.9%
-134.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.3% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -5.0% | -8.6% | +3.6% | -0.1% |
| 3M | -1.8% | +5.8% | -7.5% | -5.6% |
| 6M | +4.8% | +3.8% | +1.0% | +1.1% |
| YTD | +5.4% | +14.4% | -9.0% | -4.5% |
| 1Y | +9.0% | +25.8% | -16.8% | -7.4% |
| 3Y | +63.0% | +55.2% | +7.9% | +16.1% |
| 5Y | +134.5% | +85.5% | +49.0% | +44.5% |
| All | +293.1% | +427.9% | -134.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling