+4,283.7%
EMR vs AFL
+20,558.3%
-16,274.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | +2.8% | +2.9% | 0.0% | +1.8% |
| 30D | +3.7% | +8.0% | -4.3% | +0.8% |
| 3M | +2.0% | +5.9% | -3.9% | -0.2% |
| 6M | +22.1% | +11.6% | +10.5% | +16.7% |
| YTD | +27.2% | +17.5% | +9.7% | +19.1% |
| 1Y | +32.0% | +13.3% | +18.7% | +25.2% |
| 3Y | +103.3% | +67.0% | +36.2% | +65.7% |
| 5Y | +88.2% | +150.6% | -62.4% | +32.6% |
| 10Y | +280.4% | +343.1% | -62.6% | +120.8% |
| All | +4,283.7% | +20,558.3% | -16,274.6% | +862.0% |
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 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