+60.7%
NEM vs AFL
+9.8%
+50.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.9% |
| 7D | -1.0% | -1.6% | +0.6% | -2.0% |
| 30D | +7.8% | -4.0% | +11.9% | +5.3% |
| 3M | +30.2% | -0.5% | +30.7% | +28.9% |
| 6M | +9.6% | +6.5% | +3.1% | +10.7% |
| YTD | +27.8% | +6.2% | +21.6% | +28.0% |
| 1Y | +60.7% | +8.3% | +52.4% | +60.4% |
| All | +60.7% | +9.8% | +50.9% | +60.4% |
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