+2.0%
MU vs AFL
+12.9%
-10.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +12.8% |
| 7D | +2.0% | +1.4% | +0.6% | +6.0% |
| 30D | -18.0% | +9.7% | -27.6% | +4.5% |
| 3M | -6.6% | +5.5% | -12.1% | +8.3% |
| 6M | +2.0% | +11.2% | -9.2% | +56.0% |
| All | +2.0% | +12.9% | -10.8% | +56.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling