+810.7%
MOD vs AFL
+336.0%
+474.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | +16.1% | +0.2% | +15.9% | +15.9% |
| 30D | -38.5% | +8.6% | -47.2% | -42.4% |
| 3M | -46.8% | +5.3% | -52.1% | -49.3% |
| 6M | -61.6% | +10.0% | -71.6% | -65.1% |
| YTD | -20.5% | +16.5% | -37.0% | -30.9% |
| 1Y | -28.0% | +12.7% | -40.7% | -36.1% |
| 3Y | +134.9% | +65.5% | +69.5% | +49.5% |
| 5Y | +833.2% | +148.5% | +684.7% | +333.0% |
| All | +810.7% | +336.0% | +474.7% | +213.5% |
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