+10.6%
AFL vs TMF
-21.2%
+31.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -0.7% | +1.0% | -1.7% | -0.7% |
| 30D | -7.1% | -1.8% | -5.3% | -7.0% |
| 3M | +0.4% | -8.2% | +8.7% | +0.7% |
| 6M | +4.5% | -19.5% | +24.0% | +5.4% |
| YTD | +6.1% | -16.0% | +22.0% | +6.7% |
| 1Y | +10.6% | -22.5% | +33.1% | +11.2% |
| All | +10.6% | -21.2% | +31.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling