+299.5%
AFL vs IOVA
+4.5%
+295.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | -2.1% | -2.2% | +0.1% | -2.1% |
| 30D | -5.4% | +31.7% | -37.1% | -6.6% |
| 3M | -0.3% | +117.3% | -117.5% | -3.9% |
| 6M | +5.2% | +55.8% | -50.6% | +2.3% |
| YTD | +5.7% | +208.8% | -203.1% | -0.5% |
| 1Y | +10.2% | +255.7% | -245.5% | +2.6% |
| 3Y | +63.4% | +41.7% | +21.7% | +50.8% |
| 5Y | +133.0% | -64.9% | +197.9% | +124.2% |
| 10Y | +299.5% | +6.3% | +293.2% | +259.8% |
| All | +299.5% | +4.5% | +295.1% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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