+1,520.5%
MOD vs AFL
+294.8%
+1,225.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | 0.0% |
| 7D | +6.3% | -0.7% | +7.1% | +6.8% |
| 30D | -1.7% | -7.1% | +5.5% | +3.3% |
| 3M | -30.1% | +0.4% | -30.5% | -31.4% |
| 6M | +2.7% | +4.5% | -1.8% | -2.8% |
| YTD | +44.1% | +6.1% | +38.0% | +34.9% |
| 1Y | +38.7% | +10.6% | +28.2% | +24.9% |
| 3Y | +309.8% | +64.0% | +245.8% | +162.6% |
| 5Y | +1,569.7% | +133.7% | +1,436.0% | +711.9% |
| 10Y | +1,520.5% | +298.0% | +1,222.4% | +487.5% |
| All | +1,520.5% | +294.8% | +1,225.7% | +487.5% |
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