+341.3%
AFL vs FFIV
+130.1%
+211.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +1.4% | -2.9% | +4.4% | +2.2% |
| 30D | +9.7% | -32.4% | +42.1% | +20.7% |
| 3M | +5.5% | -22.7% | +28.2% | +11.2% |
| 6M | +11.2% | -10.7% | +21.9% | +11.6% |
| YTD | +17.1% | +25.4% | -8.3% | +4.8% |
| 1Y | +14.0% | +34.2% | -20.1% | -0.2% |
| 3Y | +66.3% | +101.2% | -34.9% | +22.0% |
| 5Y | +152.7% | +42.0% | +110.7% | +105.9% |
| 10Y | +341.3% | +126.7% | +214.6% | +163.6% |
| All | +341.3% | +130.1% | +211.3% | +163.6% |
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