+11,247.1%
AFL vs M
+439.9%
+10,807.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +1.4% | -3.3% | +4.8% | +2.2% |
| 30D | +9.7% | +8.1% | +1.6% | +7.1% |
| 3M | +5.5% | +2.2% | +3.3% | +4.3% |
| 6M | +11.2% | +35.1% | -23.9% | +1.1% |
| YTD | +17.1% | +15.8% | +1.2% | +9.9% |
| 1Y | +14.0% | +25.8% | -11.8% | +4.4% |
| 3Y | +66.3% | +156.2% | -90.0% | +15.1% |
| 5Y | +152.7% | -2.4% | +155.0% | +109.9% |
| 10Y | +341.3% | -7.1% | +348.4% | +191.6% |
| All | +11,247.1% | +439.9% | +10,807.2% | +3,799.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling