+1,319.3%
MU vs AFL
+134.0%
+1,185.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +7.2% | -0.7% | +7.9% | +7.3% |
| 30D | +14.0% | -7.1% | +21.1% | +16.0% |
| 3M | +5.4% | +0.4% | +5.0% | +4.2% |
| 6M | +170.3% | +4.5% | +165.7% | +161.2% |
| YTD | +250.7% | +6.1% | +244.6% | +235.9% |
| 1Y | +662.1% | +10.6% | +651.5% | +612.1% |
| 3Y | +1,341.2% | +64.0% | +1,277.2% | +947.4% |
| 5Y | +1,319.3% | +133.7% | +1,185.6% | +672.4% |
| All | +1,319.3% | +134.0% | +1,185.4% | +672.4% |
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