+289.0%
AFL vs FND
+66.0%
+222.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +0.6% | -5.2% | +5.8% | +1.4% |
| 30D | -6.2% | -19.9% | +13.7% | -2.9% |
| 3M | +2.2% | +2.7% | -0.5% | +0.9% |
| 6M | +5.3% | -21.7% | +26.9% | +8.3% |
| YTD | +8.0% | -17.5% | +25.5% | +9.5% |
| 1Y | +10.2% | -39.3% | +49.5% | +17.5% |
| 3Y | +67.1% | -49.8% | +116.8% | +77.7% |
| 5Y | +135.6% | -60.1% | +195.7% | +151.5% |
| All | +289.0% | +66.0% | +222.9% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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