+499.0%
MA vs AFL
+300.4%
+198.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -3.3% | -0.2% | -1.6% |
| 30D | +0.7% | -5.0% | +5.7% | +3.6% |
| 3M | +15.8% | -1.8% | +17.6% | +16.8% |
| 6M | +10.2% | +4.8% | +5.4% | +7.0% |
| YTD | -0.5% | +5.4% | -5.9% | -3.7% |
| 1Y | -1.8% | +9.0% | -10.8% | -6.9% |
| 3Y | +38.7% | +63.0% | -24.3% | +2.3% |
| 5Y | +67.6% | +134.5% | -66.9% | -1.8% |
| All | +499.0% | +300.4% | +198.6% | +170.9% |
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