+133.0%
AFL vs FFIV
+100.0%
+33.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.1% |
| 7D | -2.1% | +3.5% | -5.6% | -2.8% |
| 30D | -5.4% | -1.3% | -4.1% | -5.3% |
| 3M | -0.3% | +2.4% | -2.6% | -1.1% |
| 6M | +5.2% | +41.8% | -36.6% | -2.8% |
| YTD | +5.7% | +58.5% | -52.8% | -5.0% |
| 1Y | +10.2% | +24.3% | -14.1% | +4.2% |
| 3Y | +63.4% | +152.0% | -88.6% | +28.0% |
| 5Y | +133.0% | +99.1% | +33.9% | +86.3% |
| All | +133.0% | +100.0% | +33.0% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling