+265.1%
MU vs AFL
+18.6%
+246.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.0% | -8.0% | -5.5% |
| 7D | -19.1% | +2.9% | -22.0% | -15.4% |
| 30D | -25.2% | +11.5% | -36.7% | -12.0% |
| 3M | -10.9% | +0.6% | -11.5% | -8.2% |
| 6M | +38.0% | +11.7% | +26.3% | +61.9% |
| YTD | +178.8% | +15.4% | +163.4% | +243.1% |
| 1Y | +265.1% | +17.6% | +247.6% | +355.3% |
| All | +265.1% | +18.6% | +246.6% | +355.3% |
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