+585.5%
AFL vs IOVA
-92.3%
+677.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +1.4% | -7.0% | +8.5% | +1.5% |
| 30D | +9.7% | -44.4% | +54.1% | +10.2% |
| 3M | +5.5% | +24.7% | -19.1% | +5.0% |
| 6M | +11.2% | +118.6% | -107.5% | +9.7% |
| YTD | +17.1% | +196.3% | -179.3% | +14.9% |
| 1Y | +14.0% | +205.3% | -191.2% | +11.8% |
| 3Y | +66.3% | +103.8% | -37.5% | +62.0% |
| 5Y | +152.7% | -65.6% | +218.3% | +148.8% |
| 10Y | +341.3% | +6.4% | +334.9% | +328.9% |
| All | +585.5% | -92.3% | +677.8% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling