-3.2%
MCD vs AFL
+14.1%
-17.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +7.3% | +2.1% | +5.2% | +6.4% |
| 30D | +20.0% | +10.6% | +9.4% | +15.9% |
| 3M | +3.8% | +4.4% | -0.6% | +2.0% |
| 6M | +3.8% | +13.1% | -9.4% | -0.3% |
| YTD | -5.9% | +16.6% | -22.5% | -10.8% |
| 1Y | -3.2% | +13.8% | -17.1% | -5.9% |
| All | -3.2% | +14.1% | -17.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling