+97.9%
MMM vs AFL
+62.8%
+35.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.6% | -2.1% | -0.4% | -1.7% |
| 30D | -9.3% | -5.4% | -3.9% | -7.3% |
| 3M | +5.6% | -0.3% | +5.8% | +5.3% |
| 6M | +9.5% | +5.2% | +4.3% | +6.4% |
| YTD | +4.1% | +5.7% | -1.5% | +1.0% |
| 1Y | +9.4% | +10.2% | -0.8% | +3.9% |
| All | +97.9% | +62.8% | +35.1% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling