+1,183.9%
MET vs AFL
+1,606.0%
-422.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -0.8% | -2.1% | +1.4% | +0.9% |
| 30D | -1.4% | -5.4% | +4.0% | +2.9% |
| 3M | +12.5% | -0.3% | +12.8% | +12.7% |
| 6M | +37.1% | +5.2% | +31.9% | +31.7% |
| YTD | +23.8% | +5.7% | +18.1% | +18.4% |
| 1Y | +24.1% | +10.2% | +13.9% | +14.8% |
| 3Y | +65.2% | +63.4% | +1.8% | +12.7% |
| 5Y | +82.3% | +133.0% | -50.7% | -4.4% |
| 10Y | +241.6% | +299.5% | -58.0% | +19.3% |
| All | +1,183.9% | +1,606.0% | -422.1% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling