-7.1%
CMG vs AFL
+63.5%
-70.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.1% | -1.6% | -0.4% | -1.6% |
| 30D | +10.9% | -4.0% | +14.9% | +12.2% |
| 3M | +15.8% | -0.5% | +16.3% | +15.9% |
| 6M | +6.9% | +6.5% | +0.4% | +4.6% |
| YTD | -2.2% | +6.2% | -8.3% | -4.5% |
| 1Y | -7.1% | +8.3% | -15.4% | -10.0% |
| 3Y | -7.1% | +62.5% | -69.7% | -18.8% |
| All | -7.1% | +63.5% | -70.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling