+1,260.6%
AFL vs IBB
+580.2%
+680.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | +9.7% | +6.8% | +2.9% | +5.8% |
| 3M | +5.5% | +9.2% | -3.7% | 0.0% |
| 6M | +11.2% | +28.3% | -17.1% | -3.3% |
| YTD | +17.1% | +29.4% | -12.3% | +0.7% |
| 1Y | +14.0% | +33.2% | -19.1% | -3.5% |
| 3Y | +66.3% | +90.2% | -23.9% | +14.5% |
| 5Y | +152.7% | +44.0% | +108.7% | +97.0% |
| 10Y | +341.3% | +133.1% | +208.2% | +152.8% |
| All | +1,260.6% | +580.2% | +680.3% | +206.0% |
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