-18.9%
MELI vs AFL
+9.8%
-28.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | -4.1% | -1.6% | -2.4% | -4.2% |
| 30D | +3.8% | -4.0% | +7.8% | +3.3% |
| 3M | +17.8% | -0.5% | +18.4% | +17.3% |
| 6M | +7.4% | +6.5% | +0.9% | +5.5% |
| YTD | -5.8% | +6.2% | -12.0% | -8.1% |
| 1Y | -18.9% | +8.3% | -27.1% | -20.7% |
| All | -18.9% | +9.8% | -28.7% | -20.7% |
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