+85.1%
MET vs AFL
+131.0%
-45.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -2.5% | -3.3% | +0.8% | +0.3% |
| 30D | 0.0% | -5.0% | +5.0% | +4.3% |
| 3M | +13.1% | -1.8% | +14.8% | +14.7% |
| 6M | +39.0% | +4.8% | +34.1% | +33.1% |
| YTD | +25.2% | +5.4% | +19.8% | +19.1% |
| 1Y | +25.6% | +9.0% | +16.7% | +15.9% |
| 3Y | +67.1% | +63.0% | +4.0% | +6.4% |
| 5Y | +85.1% | +134.5% | -49.4% | -18.4% |
| All | +85.1% | +131.0% | -45.8% | -18.4% |
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