+18,693.9%
AFL vs IFF
+830.6%
+17,863.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.3% | -2.8% | -0.5% | -2.1% |
| 30D | -5.0% | -1.1% | -3.9% | -4.6% |
| 3M | -1.8% | +13.8% | -15.6% | -7.9% |
| 6M | +4.8% | +16.7% | -11.8% | -4.6% |
| YTD | +5.4% | +26.1% | -20.7% | -7.8% |
| 1Y | +9.0% | +33.5% | -24.5% | -7.6% |
| 3Y | +63.0% | +31.6% | +31.4% | +33.4% |
| 5Y | +134.5% | -34.9% | +169.4% | +152.5% |
| 10Y | +298.6% | -20.3% | +318.9% | +262.9% |
| All | +18,693.9% | +830.6% | +17,863.4% | +5,284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling