+631.0%
MSCI vs AFL
+297.3%
+333.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.1% |
| 30D | -1.2% | -5.4% | +4.3% | +1.3% |
| 3M | -8.4% | -0.3% | -8.1% | -8.4% |
| 6M | -1.0% | +5.2% | -6.2% | -3.4% |
| YTD | -2.3% | +5.7% | -7.9% | -5.1% |
| 1Y | -1.2% | +10.2% | -11.4% | -5.9% |
| 3Y | +7.9% | +63.4% | -55.5% | -15.3% |
| 5Y | -10.1% | +133.0% | -143.1% | -40.0% |
| 10Y | +631.0% | +299.5% | +331.4% | +278.8% |
| All | +631.0% | +297.3% | +333.7% | +278.8% |
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 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