+65.7%
AFL vs IBB
+89.8%
-24.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +10.6% | +5.2% | +5.4% | +9.7% |
| 3M | +4.4% | +8.6% | -4.2% | +2.8% |
| 6M | +13.1% | +27.8% | -14.7% | +7.9% |
| YTD | +16.6% | +28.8% | -12.2% | +10.7% |
| 1Y | +13.8% | +36.4% | -22.6% | +6.3% |
| 3Y | +65.7% | +89.3% | -23.7% | +43.8% |
| All | +65.7% | +89.8% | -24.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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