+338.6%
AFL vs IONS
-36.2%
+374.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.1% |
| 7D | +0.2% | -29.6% | +29.8% | +3.5% |
| 30D | +8.6% | -35.6% | +44.2% | +13.3% |
| 3M | +5.3% | -51.7% | +57.0% | +13.1% |
| 6M | +10.0% | -64.0% | +74.0% | +21.3% |
| YTD | +16.5% | -65.5% | +82.0% | +28.9% |
| 1Y | +12.7% | -62.4% | +75.1% | +23.3% |
| 3Y | +65.5% | -41.1% | +106.6% | +67.1% |
| 5Y | +148.5% | -16.5% | +164.9% | +131.6% |
| All | +338.6% | -36.2% | +374.8% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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