+229.2%
MXL vs AFL
+63.5%
+165.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.5% |
| 7D | +18.9% | -1.6% | +20.5% | +19.1% |
| 30D | +0.3% | -4.0% | +4.4% | +0.9% |
| 3M | -8.0% | -0.5% | -7.5% | -9.2% |
| 6M | +341.2% | +6.5% | +334.7% | +322.3% |
| YTD | +327.8% | +6.2% | +321.7% | +309.2% |
| 1Y | +364.9% | +8.3% | +356.6% | +338.7% |
| 3Y | +229.2% | +62.5% | +166.7% | +134.8% |
| All | +229.2% | +63.5% | +165.7% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling