+243.8%
MET vs AFL
+303.3%
-59.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -0.5% | -1.6% | +1.2% | +0.9% |
| 30D | +0.5% | -4.0% | +4.5% | +4.0% |
| 3M | +11.6% | -0.5% | +12.1% | +12.1% |
| 6M | +40.8% | +6.5% | +34.3% | +33.2% |
| YTD | +25.7% | +6.2% | +19.5% | +19.0% |
| 1Y | +24.4% | +8.3% | +16.1% | +15.6% |
| 3Y | +67.5% | +62.5% | +4.9% | +9.3% |
| 5Y | +85.8% | +136.2% | -50.3% | -11.7% |
| All | +243.8% | +303.3% | -59.5% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling