-0.9%
CMS vs AFL
+10.3%
-11.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | -1.3% | -5.4% | +4.1% | +0.4% |
| 3M | -5.4% | -0.3% | -5.1% | -5.3% |
| 6M | -10.3% | +5.2% | -15.5% | -11.6% |
| YTD | -0.2% | +5.7% | -5.9% | -2.1% |
| 1Y | -0.9% | +10.2% | -11.1% | -5.7% |
| All | -0.9% | +10.3% | -11.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling