+4.2%
MU vs AFL
+10.3%
-6.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -2.7% |
| 7D | +21.6% | +0.2% | +21.4% | +22.1% |
| 30D | -16.2% | +8.6% | -24.9% | +4.1% |
| 3M | -12.4% | +5.3% | -17.7% | +1.3% |
| 6M | +4.2% | +10.0% | -5.8% | +53.6% |
| All | +4.2% | +10.3% | -6.1% | +53.6% |
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