+20,670.7%
AFL vs AME
+18,999.6%
+1,671.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +0.2% | +8.1% | -7.9% | -3.1% |
| 30D | +8.6% | -3.8% | +12.4% | +9.9% |
| 3M | +5.3% | -6.6% | +11.9% | +7.7% |
| 6M | +10.0% | +4.6% | +5.5% | +6.6% |
| YTD | +16.5% | +17.9% | -1.4% | +6.5% |
| 1Y | +12.7% | +23.2% | -10.5% | +0.9% |
| 3Y | +65.5% | +62.9% | +2.6% | +28.1% |
| 5Y | +148.5% | +77.5% | +71.0% | +84.2% |
| 10Y | +339.2% | +444.7% | -105.4% | +104.9% |
| All | +20,670.7% | +18,999.6% | +1,671.1% | +3,751.9% |
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