+148.2%
AFL vs IRM
+187.5%
-39.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.9% | +6.8% | -3.9% | +1.6% |
| 30D | +8.0% | +2.6% | +5.3% | +7.2% |
| 3M | +5.9% | -9.5% | +15.4% | +7.5% |
| 6M | +11.6% | -8.5% | +20.1% | +12.8% |
| YTD | +17.5% | +40.3% | -22.7% | +7.4% |
| 1Y | +13.3% | +28.7% | -15.4% | +5.5% |
| 3Y | +67.0% | +111.8% | -44.8% | +31.3% |
| All | +148.2% | +187.5% | -39.3% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling