+144.8%
AFL vs TMF
-88.0%
+232.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.1% | +1.2% | -1.1% | +0.2% |
| 30D | +10.0% | +19.7% | -9.7% | +10.4% |
| 3M | -1.6% | -2.1% | +0.5% | -1.6% |
| 6M | +10.5% | -13.4% | +24.0% | +10.2% |
| YTD | +14.3% | -16.7% | +31.0% | +13.9% |
| 1Y | +11.4% | -23.3% | +34.7% | +10.8% |
| 3Y | +62.4% | -24.8% | +87.3% | +62.0% |
| All | +144.8% | -88.0% | +232.8% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling