+1,530.3%
MOD vs AFL
+135.6%
+1,394.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +9.6% | +0.6% | +9.0% | +9.2% |
| 30D | 0.0% | -6.2% | +6.2% | +3.6% |
| 3M | -35.4% | +2.2% | -37.6% | -37.2% |
| 6M | -7.3% | +5.3% | -12.5% | -12.2% |
| YTD | +45.8% | +8.0% | +37.8% | +35.8% |
| 1Y | +43.1% | +10.2% | +32.9% | +30.3% |
| 3Y | +297.7% | +67.1% | +230.6% | +144.9% |
| All | +1,530.3% | +135.6% | +1,394.7% | +588.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling