+1,014.6%
MU vs AFL
+154.2%
+860.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.8% |
| 7D | +2.0% | +1.4% | +0.6% | +1.7% |
| 30D | -18.0% | +9.7% | -27.6% | -19.6% |
| 3M | -6.6% | +5.5% | -12.1% | -7.7% |
| 6M | +2.0% | +11.2% | -9.2% | -1.9% |
| YTD | +184.5% | +17.1% | +167.4% | +166.7% |
| 1Y | +236.9% | +14.0% | +222.8% | +219.0% |
| 3Y | +987.0% | +66.3% | +920.7% | +722.0% |
| 5Y | +1,014.6% | +152.7% | +862.0% | +492.4% |
| All | +1,014.6% | +154.2% | +860.5% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling