+149.4%
MAR vs AFL
+133.8%
+15.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -0.5% | -1.6% | +1.1% | +0.3% |
| 30D | -5.4% | -4.0% | -1.4% | -3.5% |
| 3M | -15.5% | -0.5% | -15.0% | -15.5% |
| 6M | +3.0% | +6.5% | -3.6% | -0.8% |
| YTD | +8.5% | +6.2% | +2.3% | +4.6% |
| 1Y | +26.0% | +8.3% | +17.7% | +20.1% |
| 3Y | +68.6% | +62.5% | +6.1% | +24.2% |
| All | +149.4% | +133.8% | +15.6% | +34.8% |
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