+295.8%
AFL vs MKTX
+5.0%
+290.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -4.0% | +0.7% | -4.8% | -4.1% |
| 3M | -0.5% | +40.8% | -41.3% | -6.2% |
| 6M | +6.5% | -8.0% | +14.5% | +7.5% |
| YTD | +6.2% | -8.7% | +14.9% | +7.1% |
| 1Y | +8.3% | -11.8% | +20.1% | +9.7% |
| 3Y | +62.5% | -24.0% | +86.6% | +65.2% |
| 5Y | +136.2% | -60.3% | +196.5% | +166.2% |
| All | +295.8% | +5.0% | +290.8% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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