+12.7%
AFL vs FIVE
+63.0%
-50.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.5% |
| 7D | +0.2% | +2.4% | -2.2% | +0.2% |
| 30D | +8.6% | +15.8% | -7.2% | +8.7% |
| 3M | +5.3% | +3.8% | +1.5% | +5.3% |
| 6M | +10.0% | +18.5% | -8.5% | +10.3% |
| YTD | +16.5% | +31.2% | -14.7% | +15.6% |
| 1Y | +12.7% | +61.8% | -49.1% | +8.5% |
| All | +12.7% | +63.0% | -50.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling