+342.5%
AFL vs FFIV
+118.6%
+223.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.6% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +8.0% | -32.4% | +40.3% | +18.7% |
| 3M | +5.9% | -25.7% | +31.6% | +12.8% |
| 6M | +11.6% | -13.5% | +25.1% | +13.0% |
| YTD | +17.5% | +21.1% | -3.6% | +6.2% |
| 1Y | +13.3% | +29.4% | -16.1% | +0.1% |
| 3Y | +67.0% | +94.9% | -27.9% | +23.6% |
| 5Y | +150.6% | +34.7% | +115.9% | +107.6% |
| All | +342.5% | +118.6% | +223.9% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling