+299.5%
AFL vs FIVE
+486.0%
-186.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | -5.4% | +5.0% | -10.4% | -6.4% |
| 3M | -0.3% | +29.5% | -29.8% | -5.2% |
| 6M | +5.2% | +12.4% | -7.2% | +1.8% |
| YTD | +5.7% | +31.2% | -25.5% | -0.9% |
| 1Y | +10.2% | +72.9% | -62.6% | -2.6% |
| 3Y | +63.4% | +53.0% | +10.4% | +40.6% |
| 5Y | +133.0% | +34.2% | +98.9% | +97.7% |
| 10Y | +299.5% | +497.6% | -198.1% | +153.4% |
| All | +299.5% | +486.0% | -186.5% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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