+1,154.6%
AFL vs IBB
+560.8%
+593.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | -6.2% | +10.5% | -16.7% | -11.2% |
| 3M | +2.2% | +23.6% | -21.5% | -8.8% |
| 6M | +5.3% | +22.6% | -17.4% | -6.1% |
| YTD | +8.0% | +25.7% | -17.7% | -5.3% |
| 1Y | +10.2% | +51.4% | -41.1% | -12.4% |
| 3Y | +67.1% | +64.4% | +2.7% | +24.7% |
| 5Y | +135.6% | +22.1% | +113.4% | +101.1% |
| 10Y | +299.4% | +132.5% | +166.9% | +128.6% |
| All | +1,154.6% | +560.8% | +593.8% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling