+153.1%
AFL vs IONS
-16.3%
+169.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | +1.5% |
| 7D | +2.1% | -30.3% | +32.4% | +3.5% |
| 30D | +10.6% | -37.7% | +48.3% | +12.7% |
| 3M | +4.4% | -50.5% | +54.9% | +7.5% |
| 6M | +13.1% | -62.8% | +75.9% | +17.9% |
| YTD | +16.6% | -64.4% | +81.0% | +21.8% |
| 1Y | +13.8% | -59.5% | +73.3% | +17.9% |
| 3Y | +65.7% | -39.2% | +104.8% | +64.9% |
| 5Y | +153.1% | -15.3% | +168.5% | +146.4% |
| All | +153.1% | -16.3% | +169.5% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling