+349.4%
AFL vs MLM
+185.4%
+164.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | +0.1% | -4.1% | +4.3% | +1.7% |
| 30D | +10.0% | +8.2% | +1.9% | +6.4% |
| 3M | -1.6% | -3.6% | +2.0% | -0.6% |
| 6M | +10.5% | -15.6% | +26.1% | +16.8% |
| YTD | +14.3% | -16.4% | +30.7% | +20.2% |
| 1Y | +11.4% | -14.3% | +25.7% | +15.8% |
| 3Y | +62.4% | +19.3% | +43.1% | +42.3% |
| 5Y | +144.8% | +29.6% | +115.2% | +100.8% |
| All | +349.4% | +185.4% | +164.0% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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