+1,311.3%
MU vs AFL
+62.4%
+1,248.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | +2.0% | -3.3% | +5.3% | +1.5% |
| 30D | +12.5% | -5.0% | +17.5% | +11.8% |
| 3M | +9.6% | -1.8% | +11.4% | +9.1% |
| 6M | +142.6% | +4.8% | +137.8% | +139.9% |
| YTD | +242.7% | +5.4% | +237.2% | +238.6% |
| 1Y | +599.3% | +9.0% | +590.3% | +584.8% |
| All | +1,311.3% | +62.4% | +1,248.9% | +1,238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling