+152.7%
AFL vs FDS
-21.2%
+173.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.2% |
| 7D | +1.4% | -2.1% | +3.6% | +1.9% |
| 30D | +9.7% | +16.0% | -6.3% | +6.4% |
| 3M | +5.5% | +18.8% | -13.3% | +1.6% |
| 6M | +11.2% | +54.1% | -42.9% | +0.4% |
| YTD | +17.1% | +17.0% | +0.1% | +12.9% |
| 1Y | +14.0% | +25.5% | -11.5% | +7.4% |
| 3Y | +66.3% | -23.3% | +89.6% | +81.6% |
| 5Y | +152.7% | -22.6% | +175.3% | +166.2% |
| All | +152.7% | -21.2% | +173.9% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling