+35.2%
CMS vs AFL
+64.2%
-29.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +1.2% | -0.7% | +2.0% | +1.4% |
| 30D | -3.2% | -7.1% | +4.0% | -1.0% |
| 3M | -2.2% | +0.4% | -2.6% | -2.4% |
| 6M | -9.4% | +4.5% | -14.0% | -10.7% |
| YTD | +0.7% | +6.1% | -5.4% | -1.3% |
| 1Y | +0.4% | +10.6% | -10.2% | -2.9% |
| 3Y | +35.2% | +64.0% | -28.8% | +19.4% |
| All | +35.2% | +64.2% | -29.0% | +19.4% |
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