+134.5%
AFL vs TRMB
-39.6%
+174.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | 0.0% |
| 7D | -3.3% | -5.4% | +2.1% | -2.2% |
| 30D | -5.0% | -2.0% | -3.0% | -4.7% |
| 3M | -1.8% | +12.3% | -14.1% | -4.3% |
| 6M | +4.8% | -17.6% | +22.5% | +8.5% |
| YTD | +5.4% | -27.5% | +32.9% | +11.8% |
| 1Y | +9.0% | -29.1% | +38.1% | +15.8% |
| 3Y | +63.0% | +11.5% | +51.5% | +53.5% |
| 5Y | +134.5% | -39.5% | +174.0% | +153.2% |
| All | +134.5% | -39.6% | +174.1% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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