+593.1%
MA vs AFL
+339.8%
+253.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +1.3% | +2.9% | -1.6% | -0.3% |
| 30D | +9.6% | +8.0% | +1.7% | +4.9% |
| 3M | +16.8% | +5.9% | +10.9% | +12.9% |
| 6M | +35.2% | +11.6% | +23.6% | +26.6% |
| YTD | +16.6% | +17.5% | -1.0% | +5.9% |
| 1Y | +19.8% | +13.3% | +6.5% | +11.1% |
| 3Y | +70.7% | +67.0% | +3.7% | +24.2% |
| 5Y | +87.4% | +150.6% | -63.2% | +5.4% |
| All | +593.1% | +339.8% | +253.3% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling