+133.7%
AFL vs MKC
-33.0%
+166.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.6% | -1.5% | -0.2% | -1.3% |
| 30D | -4.0% | -3.1% | -0.9% | -3.4% |
| 3M | -0.5% | +5.2% | -5.7% | -1.9% |
| 6M | +6.5% | -12.8% | +19.3% | +9.6% |
| YTD | +6.2% | -23.3% | +29.5% | +12.5% |
| 1Y | +8.3% | -24.1% | +32.4% | +14.9% |
| 3Y | +62.5% | -32.1% | +94.6% | +77.9% |
| All | +133.7% | -33.0% | +166.7% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling