+7.3%
MSCI vs AFL
+64.2%
-56.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.0% | -3.1% |
| 7D | -2.1% | -0.7% | -1.3% | -1.8% |
| 30D | -1.7% | -7.1% | +5.4% | +0.9% |
| 3M | -8.2% | +0.4% | -8.7% | -8.4% |
| 6M | -2.4% | +4.5% | -7.0% | -4.1% |
| YTD | -2.8% | +6.1% | -8.9% | -5.3% |
| 1Y | -2.7% | +10.6% | -13.2% | -6.7% |
| 3Y | +7.3% | +64.0% | -56.7% | -17.9% |
| All | +7.3% | +64.2% | -56.9% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling