+133.7%
AFL vs INDA
+5.7%
+128.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.3% |
| 7D | -1.6% | -2.7% | +1.0% | -0.5% |
| 30D | -4.0% | -2.8% | -1.3% | -2.9% |
| 3M | -0.5% | +1.6% | -2.1% | -1.4% |
| 6M | +6.5% | -1.4% | +7.9% | +6.7% |
| YTD | +6.2% | -10.1% | +16.3% | +11.1% |
| 1Y | +8.3% | -8.8% | +17.1% | +12.3% |
| 3Y | +62.5% | +7.6% | +54.9% | +50.9% |
| All | +133.7% | +5.7% | +128.0% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling