+134.5%
AFL vs FLR
+230.6%
-96.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -3.3% | -6.9% | +3.6% | -2.6% |
| 30D | -5.0% | +1.1% | -6.1% | -5.2% |
| 3M | -1.8% | +14.3% | -16.1% | -3.8% |
| 6M | +4.8% | +19.1% | -14.3% | +1.5% |
| YTD | +5.4% | +35.1% | -29.7% | -0.1% |
| 1Y | +9.0% | +29.5% | -20.5% | +3.3% |
| 3Y | +63.0% | +53.0% | +10.0% | +41.8% |
| 5Y | +134.5% | +238.9% | -104.4% | +67.9% |
| All | +134.5% | +230.6% | -96.1% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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