+335.9%
AFL vs TMF
-82.2%
+418.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +0.8% |
| 7D | +2.1% | -1.1% | +3.2% | +2.0% |
| 30D | +10.6% | +11.8% | -1.2% | +11.8% |
| 3M | +4.4% | -4.0% | +8.4% | +4.0% |
| 6M | +13.1% | -16.5% | +29.7% | +11.3% |
| YTD | +16.6% | -19.9% | +36.5% | +14.4% |
| 1Y | +13.8% | -25.6% | +39.4% | +10.9% |
| 3Y | +65.7% | -29.9% | +95.5% | +63.0% |
| 5Y | +153.1% | -88.2% | +241.4% | +92.9% |
| 10Y | +335.9% | -81.7% | +417.6% | +259.8% |
| All | +335.9% | -82.2% | +418.1% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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