+2,762.0%
MSCI vs AFL
+582.5%
+2,179.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +16.2% | +8.6% | +7.5% | +12.4% |
| 3M | +16.1% | +5.3% | +10.8% | +13.7% |
| 6M | +12.9% | +10.0% | +2.9% | +8.5% |
| YTD | +14.8% | +16.5% | -1.7% | +7.5% |
| 1Y | +13.8% | +12.7% | +1.1% | +8.0% |
| 3Y | +31.2% | +65.5% | -34.2% | +5.3% |
| 5Y | +5.6% | +148.5% | -142.9% | -28.2% |
| 10Y | +806.4% | +339.2% | +467.2% | +366.5% |
| All | +2,762.0% | +582.5% | +2,179.5% | +1,075.6% |
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