+851.2%
EEM vs AFL
+1,038.6%
-187.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.0% | -2.1% | +4.1% | +2.9% |
| 30D | +5.1% | -5.4% | +10.5% | +7.5% |
| 3M | +4.6% | -0.3% | +4.8% | +4.1% |
| 6M | +17.8% | +5.2% | +12.6% | +14.1% |
| YTD | +25.8% | +5.7% | +20.1% | +21.4% |
| 1Y | +36.4% | +10.2% | +26.2% | +28.9% |
| 3Y | +90.0% | +63.4% | +26.6% | +47.4% |
| 5Y | +46.6% | +133.0% | -86.4% | -4.6% |
| 10Y | +132.3% | +299.5% | -167.3% | +10.5% |
| All | +851.2% | +1,038.6% | -187.4% | +185.1% |
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