+7,715.0%
CME vs AFL
+1,334.1%
+6,380.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +3.9% | +2.9% | +1.1% | +2.6% |
| 30D | +11.3% | +8.0% | +3.4% | +7.4% |
| 3M | +19.6% | +5.9% | +13.6% | +16.3% |
| 6M | +8.1% | +11.6% | -3.6% | +2.6% |
| YTD | +20.4% | +17.5% | +2.9% | +11.3% |
| 1Y | +16.5% | +13.3% | +3.2% | +9.5% |
| 3Y | +66.4% | +67.0% | -0.6% | +27.8% |
| 5Y | +74.5% | +150.6% | -76.2% | +8.6% |
| 10Y | +308.5% | +343.1% | -34.6% | +84.9% |
| All | +7,715.0% | +1,334.1% | +6,380.9% | +2,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling