+308.3%
AFL vs FTV
+89.3%
+219.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | -0.7% | -0.4% | -0.4% | -0.6% |
| 30D | -7.1% | -8.3% | +1.2% | -3.3% |
| 3M | +0.4% | -7.4% | +7.8% | +3.5% |
| 6M | +4.5% | -1.2% | +5.7% | +4.2% |
| YTD | +6.1% | +2.7% | +3.4% | +2.9% |
| 1Y | +10.6% | +18.4% | -7.9% | -0.4% |
| 3Y | +64.0% | -2.0% | +66.1% | +57.4% |
| 5Y | +133.7% | +3.4% | +130.3% | +112.6% |
| 10Y | +298.0% | +78.5% | +219.5% | +178.2% |
| All | +308.3% | +89.3% | +219.0% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling