+61.8%
AFL vs IRM
+102.2%
-40.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | -2.1% | +3.0% | -5.2% | -2.5% |
| 30D | -5.4% | -5.2% | -0.2% | -4.8% |
| 3M | -0.3% | -8.0% | +7.8% | +0.7% |
| 6M | +5.2% | +9.2% | -4.0% | +3.2% |
| YTD | +5.7% | +41.0% | -35.3% | -0.9% |
| 1Y | +10.2% | +23.3% | -13.0% | +5.5% |
| All | +61.8% | +102.2% | -40.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling