+67.5%
MA vs AFL
+134.0%
-66.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -1.8% | -0.7% | -1.0% | -1.4% |
| 30D | +1.4% | -7.1% | +8.5% | +5.5% |
| 3M | +17.7% | +0.4% | +17.3% | +17.3% |
| 6M | +9.7% | +4.5% | +5.1% | +6.8% |
| YTD | +0.5% | +6.1% | -5.6% | -2.9% |
| 1Y | -2.1% | +10.6% | -12.6% | -7.5% |
| 3Y | +40.1% | +64.0% | -23.9% | +4.7% |
| 5Y | +67.5% | +133.7% | -66.2% | -5.9% |
| All | +67.5% | +134.0% | -66.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling