+295.8%
AFL vs IRM
+440.8%
-145.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -4.0% | -7.4% | +3.3% | -1.7% |
| 3M | -0.5% | -7.4% | +6.8% | +1.5% |
| 6M | +6.5% | +8.7% | -2.1% | +2.3% |
| YTD | +6.2% | +40.9% | -34.8% | -7.5% |
| 1Y | +8.3% | +20.5% | -12.2% | -0.9% |
| 3Y | +62.5% | +101.7% | -39.2% | +17.2% |
| 5Y | +136.2% | +197.7% | -61.5% | +40.2% |
| All | +295.8% | +440.8% | -145.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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