+274.2%
CME vs AFL
+303.3%
-29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -1.6% | -1.6% | +0.1% | -0.9% |
| 30D | +5.6% | -4.0% | +9.6% | +7.5% |
| 3M | +5.6% | -0.5% | +6.1% | +5.7% |
| 6M | -8.3% | +6.5% | -14.8% | -11.0% |
| YTD | +4.3% | +6.2% | -1.8% | +1.2% |
| 1Y | +9.1% | +8.3% | +0.8% | +4.8% |
| 3Y | +52.1% | +62.5% | -10.5% | +18.3% |
| 5Y | +79.7% | +136.2% | -56.5% | +13.7% |
| All | +274.2% | +303.3% | -29.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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