+295.8%
AFL vs FTV
+80.7%
+215.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.6% | -4.0% | +2.3% | +0.2% |
| 30D | -4.0% | -11.0% | +7.0% | +1.3% |
| 3M | -0.5% | -8.4% | +7.9% | +3.2% |
| 6M | +6.5% | -2.6% | +9.1% | +6.9% |
| YTD | +6.2% | -0.6% | +6.8% | +4.6% |
| 1Y | +8.3% | +11.0% | -2.7% | +0.6% |
| 3Y | +62.5% | -6.3% | +68.9% | +59.4% |
| 5Y | +136.2% | -1.5% | +137.7% | +119.9% |
| All | +295.8% | +80.7% | +215.1% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling