+299.5%
AFL vs TMF
-86.2%
+385.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.5% |
| 7D | -2.1% | -0.9% | -1.3% | -2.2% |
| 30D | -5.4% | -1.0% | -4.5% | -5.5% |
| 3M | -0.3% | -11.3% | +11.0% | -1.3% |
| 6M | +5.2% | -22.7% | +27.9% | +2.7% |
| YTD | +5.7% | -17.3% | +23.0% | +3.9% |
| 1Y | +10.2% | -22.5% | +32.7% | +7.8% |
| 3Y | +63.4% | -43.2% | +106.6% | +56.6% |
| 5Y | +133.0% | -88.3% | +221.3% | +77.6% |
| 10Y | +299.5% | -86.0% | +385.6% | +226.1% |
| All | +299.5% | -86.2% | +385.7% | +226.1% |
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