+8.3%
AFL vs IRM
+22.0%
-13.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.7% |
| 30D | -4.0% | -7.4% | +3.3% | -4.1% |
| 3M | -0.5% | -7.4% | +6.8% | -0.5% |
| 6M | +6.5% | +8.7% | -2.1% | +6.5% |
| YTD | +6.2% | +40.9% | -34.8% | +7.0% |
| 1Y | +8.3% | +20.5% | -12.2% | +9.1% |
| All | +8.3% | +22.0% | -13.8% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling