+14,537.3%
AFL vs IONS
+440.4%
+14,097.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.6% | -4.8% | +5.4% | +1.0% |
| 30D | -6.2% | +7.2% | -13.4% | -6.8% |
| 3M | +2.2% | -22.7% | +24.9% | +4.0% |
| 6M | +5.3% | -26.9% | +32.2% | +7.6% |
| YTD | +8.0% | -26.6% | +34.5% | +10.2% |
| 1Y | +10.2% | -2.1% | +12.4% | +9.5% |
| 3Y | +67.1% | +43.4% | +23.6% | +57.4% |
| 5Y | +135.6% | +47.0% | +88.6% | +118.2% |
| 10Y | +299.4% | +97.2% | +202.2% | +248.2% |
| All | +14,537.3% | +440.4% | +14,097.0% | +9,679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling