+210.4%
MGY vs AFL
+262.1%
-51.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +3.5% | -1.6% | +5.2% | +4.6% |
| 30D | +5.3% | -4.0% | +9.3% | +7.9% |
| 3M | +2.6% | -0.5% | +3.2% | +2.3% |
| 6M | -3.3% | +6.5% | -9.8% | -8.4% |
| YTD | +29.2% | +6.2% | +23.0% | +22.1% |
| 1Y | +18.0% | +8.3% | +9.7% | +9.6% |
| 3Y | +30.0% | +62.5% | -32.5% | -12.5% |
| 5Y | +92.7% | +136.2% | -43.5% | -2.7% |
| All | +210.4% | +262.1% | -51.7% | +34.2% |
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