+8.5%
AFL vs MULL
+2,481.0%
-2,472.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.8% |
| 7D | -0.7% | +14.0% | -14.7% | -0.6% |
| 30D | -7.1% | +24.8% | -31.9% | -6.9% |
| 3M | +0.4% | -16.1% | +16.5% | +0.6% |
| 6M | +4.5% | +330.9% | -326.4% | +3.4% |
| YTD | +6.1% | +545.0% | -538.9% | +4.1% |
| 1Y | +10.6% | +2,427.1% | -2,416.6% | +4.3% |
| All | +8.5% | +2,481.0% | -2,472.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 all: compounded portfolio wealth divided by compounded MULL 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…
all analysis · Full analysis span regression · 6 months rolling