+966.8%
MOD vs AFL
+348.2%
+618.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +9.2% |
| 7D | -13.9% | +0.5% | -14.4% | -14.5% |
| 30D | -41.5% | +9.3% | -50.9% | -45.5% |
| 3M | -45.7% | +1.0% | -46.7% | -46.7% |
| 6M | -61.1% | +11.8% | -73.0% | -65.1% |
| YTD | -20.5% | +15.3% | -35.8% | -30.4% |
| 1Y | -32.1% | +12.1% | -44.2% | -39.6% |
| 3Y | +146.5% | +65.0% | +81.5% | +57.1% |
| 5Y | +812.7% | +149.1% | +663.6% | +322.5% |
| 10Y | +966.8% | +340.9% | +625.9% | +282.8% |
| All | +966.8% | +348.2% | +618.7% | +282.8% |
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