+425.7%
META vs AFL
+348.2%
+77.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | -10.8% | +9.3% | -20.1% | -13.4% |
| 3M | +8.4% | +1.0% | +7.4% | +7.8% |
| 6M | +5.4% | +11.8% | -6.5% | +1.1% |
| YTD | -2.6% | +15.3% | -17.9% | -7.6% |
| 1Y | +3.5% | +12.1% | -8.5% | -0.9% |
| 3Y | +102.0% | +65.0% | +37.0% | +67.6% |
| 5Y | +93.1% | +149.1% | -56.1% | +38.2% |
| 10Y | +425.7% | +340.9% | +84.8% | +238.5% |
| All | +425.7% | +348.2% | +77.5% | +238.5% |
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