+67.5%
MET vs AFL
+63.5%
+3.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -0.5% | -1.6% | +1.2% | +0.8% |
| 30D | +0.5% | -4.0% | +4.5% | +3.7% |
| 3M | +11.6% | -0.5% | +12.1% | +12.1% |
| 6M | +40.8% | +6.5% | +34.3% | +33.9% |
| YTD | +25.7% | +6.2% | +19.5% | +19.6% |
| 1Y | +24.4% | +8.3% | +16.1% | +16.3% |
| 3Y | +67.5% | +62.5% | +4.9% | +15.0% |
| All | +67.5% | +63.5% | +3.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling