+38.7%
MOD vs AFL
+10.6%
+28.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -2.0% |
| 7D | +6.3% | -0.7% | +7.1% | +6.0% |
| 30D | -1.7% | -7.1% | +5.5% | -5.0% |
| 3M | -30.1% | +0.4% | -30.5% | -30.4% |
| 6M | +2.7% | +4.5% | -1.8% | +1.3% |
| YTD | +44.1% | +6.1% | +38.0% | +42.4% |
| 1Y | +38.7% | +10.6% | +28.2% | +40.7% |
| All | +38.7% | +10.6% | +28.1% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling