+7,551.8%
AFL vs EME
+61,154.1%
-53,602.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.4% |
| 7D | -2.1% | +2.7% | -4.9% | -3.0% |
| 30D | -5.4% | -6.8% | +1.4% | -3.4% |
| 3M | -0.3% | -8.8% | +8.6% | +0.9% |
| 6M | +5.2% | +5.0% | +0.2% | +0.7% |
| YTD | +5.7% | +23.5% | -17.8% | -4.9% |
| 1Y | +10.2% | +21.3% | -11.1% | -2.0% |
| 3Y | +63.4% | +241.1% | -177.6% | -4.9% |
| 5Y | +133.0% | +549.2% | -416.1% | +5.9% |
| 10Y | +299.5% | +1,306.4% | -1,006.9% | +33.3% |
| All | +7,551.8% | +61,154.1% | -53,602.3% | +1,271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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