+63.6%
EMR vs AFL
+131.0%
-67.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.2% | -3.3% | +2.1% | +0.3% |
| 30D | -9.4% | -5.0% | -4.5% | -7.3% |
| 3M | +8.6% | -1.8% | +10.3% | +9.0% |
| 6M | +6.7% | +4.8% | +1.8% | +3.2% |
| YTD | +13.1% | +5.4% | +7.6% | +8.8% |
| 1Y | +12.7% | +9.0% | +3.8% | +6.3% |
| 3Y | +58.1% | +63.0% | -5.0% | +13.9% |
| 5Y | +63.6% | +134.5% | -70.9% | -11.1% |
| All | +63.6% | +131.0% | -67.3% | -11.1% |
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 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