+243.5%
NEM vs AFL
+62.4%
+181.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.3% | -3.3% | 0.0% | -3.0% |
| 30D | +7.8% | -5.0% | +12.8% | +8.3% |
| 3M | +36.3% | -1.8% | +38.0% | +35.7% |
| 6M | +6.6% | +4.8% | +1.7% | +4.4% |
| YTD | +27.1% | +5.4% | +21.7% | +23.9% |
| 1Y | +62.3% | +9.0% | +53.4% | +56.3% |
| All | +243.5% | +62.4% | +181.1% | +207.2% |
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