+133.7%
AFL vs MKTX
-60.5%
+194.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 6M | +6.5% | -8.0% | +14.5% | +7.5% |
| YTD | +6.2% | -8.7% | +14.9% | +7.2% |
| 1Y | +8.3% | -11.8% | +20.1% | +9.6% |
| 3Y | +62.5% | -24.0% | +86.6% | +64.6% |
| All | +133.7% | -60.5% | +194.2% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling