+66.4%
AFL vs MLM
+18.0%
+48.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +1.4% | -5.8% | +7.3% | +2.4% |
| 30D | +9.7% | +9.8% | -0.2% | +7.9% |
| 3M | +5.5% | -5.2% | +10.7% | +6.3% |
| 6M | +11.2% | -10.3% | +21.5% | +12.9% |
| YTD | +17.1% | -15.5% | +32.5% | +19.5% |
| 1Y | +14.0% | -15.0% | +29.1% | +16.2% |
| All | +66.4% | +18.0% | +48.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling