-11.4%
MSCI vs AFL
+134.0%
-145.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.0% | -2.9% |
| 7D | -2.1% | -0.7% | -1.3% | -1.7% |
| 30D | -1.7% | -7.1% | +5.4% | +1.9% |
| 3M | -8.2% | +0.4% | -8.7% | -8.5% |
| 6M | -2.4% | +4.5% | -7.0% | -4.9% |
| YTD | -2.8% | +6.1% | -8.9% | -6.3% |
| 1Y | -2.7% | +10.6% | -13.2% | -8.2% |
| 3Y | +7.3% | +64.0% | -56.7% | -21.5% |
| 5Y | -11.4% | +133.7% | -145.2% | -48.4% |
| All | -11.4% | +134.0% | -145.4% | -48.4% |
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