+133.7%
AFL vs IOVA
-63.5%
+197.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -0.7% | +5.1% | -5.8% | -0.8% |
| 30D | -7.1% | +37.2% | -44.3% | -7.7% |
| 3M | +0.4% | +117.5% | -117.1% | -1.5% |
| 6M | +4.5% | +69.6% | -65.1% | +2.9% |
| YTD | +6.1% | +218.7% | -212.6% | +2.8% |
| 1Y | +10.6% | +265.5% | -255.0% | +6.5% |
| 3Y | +64.0% | +46.2% | +17.8% | +57.1% |
| 5Y | +133.7% | -63.2% | +197.0% | +134.3% |
| All | +133.7% | -63.5% | +197.3% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling