+295.8%
AFL vs IFF
-20.3%
+316.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.6% | -3.2% | +1.5% | -0.7% |
| 30D | -4.0% | -0.3% | -3.7% | -4.0% |
| 3M | -0.5% | +8.4% | -8.9% | -3.3% |
| 6M | +6.5% | +23.0% | -16.5% | -1.6% |
| YTD | +6.2% | +25.5% | -19.3% | -3.0% |
| 1Y | +8.3% | +29.1% | -20.8% | -2.3% |
| 3Y | +62.5% | +31.7% | +30.9% | +40.8% |
| 5Y | +136.2% | -35.2% | +171.4% | +158.6% |
| All | +295.8% | -20.3% | +316.1% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling