+472.4%
NEM vs AFL
+18,542.8%
-18,070.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +12.7% | -7.1% | +19.8% | +13.6% |
| 3M | +28.7% | +0.4% | +28.2% | +28.4% |
| 6M | +9.8% | +4.5% | +5.2% | +8.9% |
| YTD | +28.1% | +6.1% | +22.0% | +26.7% |
| 1Y | +69.3% | +10.6% | +58.8% | +66.6% |
| 3Y | +247.7% | +64.0% | +183.6% | +225.7% |
| 5Y | +153.4% | +133.7% | +19.6% | +126.9% |
| 10Y | +291.3% | +298.0% | -6.8% | +222.3% |
| All | +472.4% | +18,542.8% | -18,070.4% | +357.5% |
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