+299.5%
AFL vs M
-7.1%
+306.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.4% |
| 7D | -2.1% | -4.1% | +1.9% | -1.4% |
| 30D | -5.4% | -13.6% | +8.2% | -3.0% |
| 3M | -0.3% | -2.3% | +2.0% | -0.3% |
| 6M | +5.2% | +21.9% | -16.7% | +0.5% |
| YTD | +5.7% | -0.6% | +6.3% | +4.5% |
| 1Y | +10.2% | +29.7% | -19.5% | +3.2% |
| 3Y | +63.4% | +107.3% | -43.9% | +31.3% |
| 5Y | +133.0% | +20.5% | +112.5% | +94.1% |
| 10Y | +299.5% | -6.1% | +305.6% | +136.8% |
| All | +299.5% | -7.1% | +306.6% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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