+131.7%
EMB vs AFL
+508.3%
-376.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.3% | -6.2% | +5.9% | +0.2% |
| 3M | -0.4% | +2.2% | -2.6% | -0.6% |
| 6M | +0.1% | +5.3% | -5.2% | -0.4% |
| YTD | +1.6% | +8.0% | -6.4% | +0.8% |
| 1Y | +5.6% | +10.2% | -4.6% | +4.6% |
| 3Y | +29.8% | +67.1% | -37.2% | +23.9% |
| 5Y | +7.3% | +135.6% | -128.3% | -0.8% |
| 10Y | +30.4% | +299.4% | -268.9% | +14.5% |
| All | +131.7% | +508.3% | -376.5% | +90.5% |
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