+133.7%
AFL vs MTB
+104.1%
+29.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -4.0% | -4.8% | +0.8% | -2.4% |
| 3M | -0.5% | +6.0% | -6.5% | -2.6% |
| 6M | +6.5% | +19.6% | -13.1% | -0.2% |
| YTD | +6.2% | +21.5% | -15.3% | -1.2% |
| 1Y | +8.3% | +24.7% | -16.4% | -0.4% |
| 3Y | +62.5% | +108.6% | -46.0% | +21.2% |
| All | +133.7% | +104.1% | +29.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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