+647.2%
AFL vs FIVE
+868.1%
-221.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.8% |
| 7D | +0.6% | +4.3% | -3.7% | -0.1% |
| 30D | -6.2% | +12.5% | -18.7% | -8.1% |
| 3M | +2.2% | +31.2% | -29.1% | -2.6% |
| 6M | +5.3% | +14.4% | -9.1% | +2.0% |
| YTD | +8.0% | +33.9% | -25.9% | +1.6% |
| 1Y | +10.2% | +65.1% | -54.8% | -0.3% |
| 3Y | +67.1% | +49.0% | +18.1% | +46.9% |
| 5Y | +135.6% | +30.3% | +105.3% | +105.4% |
| 10Y | +299.4% | +481.1% | -181.7% | +162.8% |
| All | +647.2% | +868.1% | -221.0% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling