+61.4%
AFL vs FTV
-5.5%
+66.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -3.3% | -5.2% | +1.9% | -2.2% |
| 30D | -5.0% | -11.5% | +6.5% | -2.6% |
| 3M | -1.8% | -9.0% | +7.3% | 0.0% |
| 6M | +4.8% | -2.0% | +6.9% | +5.0% |
| YTD | +5.4% | -0.9% | +6.4% | +5.0% |
| 1Y | +9.0% | +14.8% | -5.8% | +5.1% |
| All | +61.4% | -5.5% | +66.9% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling