+1,693.1%
AFL vs IBN
+1,491.4%
+201.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.1% |
| 7D | -0.7% | -2.2% | +1.4% | -0.2% |
| 30D | -7.1% | -2.3% | -4.8% | -6.6% |
| 3M | +0.4% | +15.9% | -15.4% | -3.5% |
| 6M | +4.5% | +5.6% | -1.1% | +2.7% |
| YTD | +6.1% | -0.1% | +6.1% | +5.6% |
| 1Y | +10.6% | -6.5% | +17.1% | +11.9% |
| 3Y | +64.0% | +29.3% | +34.7% | +50.6% |
| 5Y | +133.7% | +56.6% | +77.2% | +101.9% |
| 10Y | +298.0% | +314.4% | -16.3% | +152.7% |
| All | +1,693.1% | +1,491.4% | +201.7% | +786.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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