+17.6%
AFL vs MKC
-18.2%
+35.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.4% |
| 7D | +2.9% | +9.6% | -6.7% | +1.8% |
| 30D | +11.5% | +12.0% | -0.5% | +10.1% |
| 3M | +0.6% | -2.0% | +2.6% | +0.4% |
| 6M | +11.7% | +7.2% | +4.5% | +10.7% |
| YTD | +15.4% | -23.7% | +39.1% | +17.2% |
| 1Y | +17.6% | -18.3% | +35.9% | +18.0% |
| All | +17.6% | -18.2% | +35.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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