+14,639.2%
MO vs AFL
+18,474.8%
-3,835.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | +3.6% | -5.4% | +9.0% | +4.6% |
| 3M | -3.7% | -0.3% | -3.5% | -3.6% |
| 6M | +4.5% | +5.2% | -0.7% | +3.6% |
| YTD | +21.5% | +5.7% | +15.8% | +20.2% |
| 1Y | +9.5% | +10.2% | -0.7% | +7.5% |
| 3Y | +93.6% | +63.4% | +30.1% | +75.9% |
| 5Y | +97.5% | +133.0% | -35.5% | +67.8% |
| 10Y | +111.2% | +299.5% | -188.4% | +61.3% |
| All | +14,639.2% | +18,474.8% | -3,835.6% | +4,725.6% |
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