+708.3%
AFL vs XME
+246.2%
+462.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.3% |
| 7D | -0.7% | +3.6% | -4.4% | -2.4% |
| 30D | -7.1% | +3.6% | -10.8% | -9.1% |
| 3M | +0.4% | +1.2% | -0.8% | -1.6% |
| 6M | +4.5% | +9.0% | -4.5% | -2.8% |
| YTD | +6.1% | +15.9% | -9.9% | -5.6% |
| 1Y | +10.6% | +43.2% | -32.6% | -12.7% |
| 3Y | +64.0% | +137.4% | -73.4% | -3.6% |
| 5Y | +133.7% | +185.0% | -51.3% | +18.0% |
| 10Y | +298.0% | +409.5% | -111.4% | +34.4% |
| All | +708.3% | +246.2% | +462.2% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 all: compounded portfolio wealth divided by compounded XME 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…
all analysis · Full analysis span regression · 6 months rolling