+70.1%
MA vs AFL
+66.2%
+3.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.1% |
| 7D | +1.8% | +2.1% | -0.3% | +0.8% |
| 30D | +11.8% | +10.6% | +1.3% | +6.7% |
| 3M | +17.2% | +4.4% | +12.8% | +14.7% |
| 6M | +33.4% | +13.1% | +20.3% | +25.8% |
| YTD | +16.1% | +16.6% | -0.5% | +8.0% |
| 1Y | +19.9% | +13.8% | +6.1% | +12.7% |
| 3Y | +70.1% | +65.7% | +4.4% | +49.1% |
| All | +70.1% | +66.2% | +3.9% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling