+127.5%
AFL vs FGI
-66.3%
+193.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.5% |
| 7D | +0.2% | +13.5% | -13.3% | +0.2% |
| 30D | +8.6% | +17.1% | -8.5% | +8.6% |
| 3M | +5.3% | +78.0% | -72.7% | +5.0% |
| 6M | +10.0% | +46.4% | -36.4% | +9.8% |
| YTD | +16.5% | +47.7% | -31.2% | +16.1% |
| 1Y | +12.7% | +56.8% | -44.1% | +12.1% |
| 3Y | +65.5% | +12.3% | +53.2% | +64.9% |
| All | +127.5% | -66.3% | +193.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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