+14.0%
AFL vs M
+25.7%
-11.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +1.4% | -3.3% | +4.8% | +1.5% |
| 30D | +9.7% | +8.1% | +1.6% | +9.2% |
| 3M | +5.5% | +2.2% | +3.3% | +5.2% |
| 6M | +11.2% | +35.1% | -23.9% | +9.3% |
| YTD | +17.1% | +15.8% | +1.2% | +16.9% |
| 1Y | +14.0% | +25.8% | -11.8% | +12.8% |
| All | +14.0% | +25.7% | -11.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling