+473.8%
CMS vs AFL
+20,477.3%
-20,003.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.1% | +1.4% | -2.6% | -1.4% |
| 30D | +6.6% | +9.7% | -3.1% | +4.5% |
| 3M | +0.8% | +5.5% | -4.7% | -0.4% |
| 6M | -3.3% | +11.2% | -14.5% | -5.5% |
| YTD | +2.7% | +17.1% | -14.3% | -0.8% |
| 1Y | -4.0% | +14.0% | -18.1% | -6.8% |
| 3Y | +37.6% | +66.3% | -28.7% | +22.6% |
| 5Y | +35.4% | +152.7% | -117.2% | +9.9% |
| 10Y | +136.0% | +341.3% | -205.3% | +66.0% |
| All | +473.8% | +20,477.3% | -20,003.5% | +94.1% |
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