+3,565.2%
MOD vs AFL
+18,874.7%
-15,309.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | +9.6% | +0.6% | +9.0% | +9.2% |
| 30D | 0.0% | -6.2% | +6.2% | +3.2% |
| 3M | -35.4% | +2.2% | -37.6% | -36.8% |
| 6M | -7.3% | +5.3% | -12.5% | -11.0% |
| YTD | +45.8% | +8.0% | +37.8% | +38.2% |
| 1Y | +43.1% | +10.2% | +32.9% | +33.5% |
| 3Y | +297.7% | +67.1% | +230.6% | +194.3% |
| 5Y | +1,478.8% | +135.6% | +1,343.2% | +889.3% |
| 10Y | +1,633.4% | +299.4% | +1,334.0% | +740.2% |
| All | +3,565.2% | +18,874.7% | -15,309.4% | +673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling