+153.1%
AFL vs FFIV
+41.1%
+112.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +2.1% | -4.2% | +6.3% | +2.7% |
| 30D | +10.6% | -33.9% | +44.4% | +17.5% |
| 3M | +4.4% | -22.6% | +27.0% | +7.6% |
| 6M | +13.1% | -10.4% | +23.5% | +12.8% |
| YTD | +16.6% | +24.3% | -7.7% | +8.0% |
| 1Y | +13.8% | +31.8% | -18.0% | +4.0% |
| 3Y | +65.7% | +99.5% | -33.9% | +33.3% |
| 5Y | +153.1% | +40.7% | +112.4% | +112.4% |
| All | +153.1% | +41.1% | +112.0% | +112.4% |
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