+133.7%
AFL vs FIVE
+38.7%
+95.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | -0.7% | +3.7% | -4.4% | -1.0% |
| 30D | -7.1% | +4.0% | -11.1% | -7.4% |
| 3M | +0.4% | +36.2% | -35.8% | -1.7% |
| 6M | +4.5% | +18.0% | -13.5% | +3.0% |
| YTD | +6.1% | +34.9% | -28.8% | +3.4% |
| 1Y | +10.6% | +67.9% | -57.4% | +5.7% |
| 3Y | +64.0% | +57.3% | +6.7% | +56.1% |
| 5Y | +133.7% | +39.5% | +94.2% | +118.5% |
| All | +133.7% | +38.7% | +95.1% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling