+125.6%
EMB vs AFL
+562.2%
-436.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.9% | +2.9% | -3.8% | -1.1% |
| 30D | +0.4% | +8.0% | -7.6% | -0.3% |
| 3M | -3.1% | +5.9% | -9.0% | -3.6% |
| 6M | -2.1% | +11.6% | -13.7% | -3.0% |
| YTD | -1.1% | +17.5% | -18.6% | -2.5% |
| 1Y | -0.1% | +13.3% | -13.3% | -1.2% |
| 3Y | +29.6% | +67.0% | -37.4% | +23.6% |
| 5Y | +7.2% | +150.6% | -143.5% | -1.3% |
| 10Y | +35.5% | +343.1% | -307.6% | +18.0% |
| All | +125.6% | +562.2% | -436.6% | +84.2% |
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