+7.2%
EMB vs AFL
+131.5%
-124.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | 0.0% | -2.1% | +2.2% | +0.3% |
| 30D | -0.3% | -5.4% | +5.2% | +0.4% |
| 3M | -0.3% | -0.3% | 0.0% | -0.4% |
| 6M | +0.7% | +5.2% | -4.5% | -0.1% |
| YTD | +1.3% | +5.7% | -4.4% | +0.3% |
| 1Y | +4.7% | +10.2% | -5.5% | +3.0% |
| 3Y | +30.1% | +63.4% | -33.3% | +18.9% |
| All | +7.2% | +131.5% | -124.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling