+23.0%
MMM vs AFL
+18.6%
+4.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +9.2% |
| 7D | +12.2% | +2.9% | +9.3% | +11.2% |
| 30D | +18.8% | +11.5% | +7.4% | +15.2% |
| 3M | +7.4% | +0.6% | +6.7% | +6.8% |
| 6M | +38.3% | +11.7% | +26.6% | +32.8% |
| YTD | +22.9% | +15.4% | +7.4% | +16.9% |
| 1Y | +23.0% | +17.6% | +5.4% | +16.2% |
| All | +23.0% | +18.6% | +4.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling