+690.8%
AFL vs FIVE
+822.5%
-131.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +10.0% | +17.7% | -7.6% | +7.1% |
| 3M | -1.6% | +4.0% | -5.5% | -2.5% |
| 6M | +10.5% | +2.6% | +7.9% | +9.1% |
| YTD | +14.3% | +27.6% | -13.3% | +8.2% |
| 1Y | +11.4% | +59.9% | -48.6% | +1.4% |
| 3Y | +62.4% | +35.8% | +26.7% | +45.2% |
| 5Y | +144.8% | +14.4% | +130.4% | +119.2% |
| 10Y | +356.2% | +576.1% | -220.0% | +196.5% |
| All | +690.8% | +822.5% | -131.6% | +365.9% |
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