+6,045.6%
MU vs AFL
+301.4%
+5,744.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | +7.5% | -2.1% | +9.6% | +8.6% |
| 30D | +19.4% | -5.4% | +24.8% | +22.3% |
| 3M | +9.8% | -0.3% | +10.1% | +8.5% |
| 6M | +164.1% | +5.2% | +158.9% | +151.5% |
| YTD | +260.3% | +5.7% | +254.6% | +240.8% |
| 1Y | +661.2% | +10.2% | +651.0% | +598.8% |
| 3Y | +1,380.8% | +63.4% | +1,317.4% | +949.1% |
| 5Y | +1,346.4% | +133.0% | +1,213.4% | +717.9% |
| All | +6,045.6% | +301.4% | +5,744.3% | +2,794.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling