-1.2%
MSCI vs AFL
+10.3%
-11.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.3% |
| 30D | -1.2% | -5.4% | +4.3% | +0.7% |
| 3M | -8.4% | -0.3% | -8.1% | -8.2% |
| 6M | -1.0% | +5.2% | -6.2% | -2.6% |
| YTD | -2.3% | +5.7% | -7.9% | -5.2% |
| 1Y | -1.2% | +10.2% | -11.4% | -8.0% |
| All | -1.2% | +10.3% | -11.4% | -8.0% |
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