+2,417.1%
MSCI vs AFL
+532.3%
+1,884.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +0.6% | -6.2% | +6.7% | +3.1% |
| 3M | -7.1% | +2.2% | -9.3% | -8.0% |
| 6M | +0.8% | +5.3% | -4.4% | -1.4% |
| YTD | +1.0% | +8.0% | -7.0% | -2.5% |
| 1Y | +4.3% | +10.2% | -5.9% | -0.2% |
| 3Y | +9.9% | +67.1% | -57.1% | -12.2% |
| 5Y | -6.8% | +135.6% | -142.3% | -35.3% |
| 10Y | +614.7% | +299.4% | +315.3% | +282.1% |
| All | +2,417.1% | +532.3% | +1,884.8% | +966.4% |
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 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