+303.5%
MXL vs AFL
+11.7%
+291.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +4.5% |
| 7D | +1.6% | +0.6% | +1.0% | +2.3% |
| 30D | -7.0% | -6.2% | -0.8% | -13.4% |
| 3M | -33.4% | +2.2% | -35.6% | -32.1% |
| 6M | +260.2% | +5.3% | +254.9% | +268.2% |
| YTD | +260.0% | +8.0% | +252.0% | +273.0% |
| 1Y | +303.5% | +10.2% | +293.2% | +329.7% |
| All | +303.5% | +11.7% | +291.8% | +329.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling