+753.4%
MOD vs AFL
+143.8%
+609.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | -25.5% | +0.1% | -25.7% | -25.8% |
| 30D | -49.0% | +10.0% | -59.0% | -51.9% |
| 3M | -49.8% | -1.6% | -48.3% | -49.7% |
| 6M | -64.8% | +10.5% | -75.3% | -67.6% |
| YTD | -27.6% | +14.3% | -41.9% | -35.1% |
| 1Y | -35.2% | +11.4% | -46.6% | -41.1% |
| 3Y | +137.1% | +62.4% | +74.7% | +52.1% |
| All | +753.4% | +143.8% | +609.7% | +244.4% |
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