+19,143.8%
AFL vs AME
+18,709.1%
+434.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -6.2% | -6.7% | +0.5% | -3.4% |
| 3M | +2.2% | +4.1% | -1.9% | -0.1% |
| 6M | +5.3% | +1.6% | +3.7% | +3.5% |
| YTD | +8.0% | +16.1% | -8.2% | 0.0% |
| 1Y | +10.2% | +27.3% | -17.1% | -2.3% |
| 3Y | +67.1% | +50.9% | +16.2% | +34.6% |
| 5Y | +135.6% | +81.4% | +54.2% | +74.0% |
| 10Y | +299.4% | +417.0% | -117.6% | +91.4% |
| All | +19,143.8% | +18,709.1% | +434.7% | +3,516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling