+3,912.1%
EMR vs AFL
+18,874.6%
-14,962.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -5.6% | -6.2% | +0.6% | -3.5% |
| 3M | +7.9% | +2.2% | +5.8% | +6.7% |
| 6M | +6.0% | +5.3% | +0.8% | +3.6% |
| YTD | +16.4% | +8.0% | +8.5% | +12.6% |
| 1Y | +16.6% | +10.2% | +6.4% | +11.7% |
| 3Y | +62.9% | +67.1% | -4.2% | +32.9% |
| 5Y | +60.1% | +135.6% | -75.5% | +15.4% |
| 10Y | +268.7% | +299.4% | -30.6% | +122.4% |
| All | +3,912.1% | +18,874.6% | -14,962.6% | +809.2% |
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