+294.0%
AFL vs FFIV
+243.4%
+50.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.5% |
| 7D | -2.1% | +3.5% | -5.6% | -3.1% |
| 30D | -5.4% | -1.3% | -4.1% | -5.3% |
| 3M | -0.3% | +2.4% | -2.6% | -1.5% |
| 6M | +5.2% | +41.8% | -36.6% | -6.4% |
| YTD | +5.7% | +58.5% | -52.8% | -9.7% |
| 1Y | +10.2% | +24.3% | -14.1% | +1.1% |
| 3Y | +63.4% | +152.0% | -88.6% | +15.2% |
| 5Y | +133.0% | +99.1% | +33.9% | +73.8% |
| All | +294.0% | +243.4% | +50.6% | +121.8% |
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