+102,109.5%
MU vs AFL
+18,431.1%
+83,678.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +2.0% | -3.3% | +5.3% | +3.5% |
| 30D | +12.5% | -5.0% | +17.5% | +14.8% |
| 3M | +9.6% | -1.8% | +11.4% | +9.4% |
| 6M | +142.6% | +4.8% | +137.8% | +133.4% |
| YTD | +242.7% | +5.4% | +237.2% | +227.8% |
| 1Y | +599.3% | +9.0% | +590.3% | +555.8% |
| 3Y | +1,308.3% | +63.0% | +1,245.2% | +981.7% |
| 5Y | +1,263.7% | +134.5% | +1,129.2% | +788.9% |
| 10Y | +5,862.7% | +298.6% | +5,564.1% | +2,917.3% |
| All | +102,109.5% | +18,431.1% | +83,678.4% | +11,048.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling