+6,781.2%
CME vs AFL
+1,217.3%
+5,563.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +6.2% | -6.2% | +12.4% | +9.3% |
| 3M | +10.4% | +2.2% | +8.2% | +9.2% |
| 6M | -9.5% | +5.3% | -14.8% | -11.9% |
| YTD | +6.0% | +8.0% | -1.9% | +1.9% |
| 1Y | +9.3% | +10.2% | -1.0% | +4.0% |
| 3Y | +57.7% | +67.1% | -9.4% | +20.8% |
| 5Y | +77.7% | +135.6% | -57.9% | +13.6% |
| 10Y | +281.2% | +299.4% | -18.1% | +81.2% |
| All | +6,781.2% | +1,217.3% | +5,563.9% | +1,910.1% |
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