+8.3%
AFL vs AME
+29.6%
-21.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.6% |
| 7D | -1.6% | +1.7% | -3.4% | -1.7% |
| 30D | -4.0% | -6.4% | +2.4% | -4.0% |
| 3M | -0.5% | +7.1% | -7.6% | -0.9% |
| 6M | +6.5% | +8.2% | -1.6% | +5.5% |
| YTD | +6.2% | +18.2% | -12.0% | +4.5% |
| 1Y | +8.3% | +26.7% | -18.5% | +4.2% |
| All | +8.3% | +29.6% | -21.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling