+588.2%
AFL vs IOVA
-92.6%
+680.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +2.9% | -3.5% | +6.3% | +2.9% |
| 30D | +8.0% | -45.4% | +53.3% | +8.5% |
| 3M | +5.9% | +19.0% | -13.1% | +5.4% |
| 6M | +11.6% | +112.0% | -100.4% | +10.2% |
| YTD | +17.5% | +184.2% | -166.7% | +15.4% |
| 1Y | +13.3% | +222.0% | -208.7% | +11.0% |
| 3Y | +67.0% | +92.6% | -25.5% | +62.8% |
| 5Y | +150.6% | -63.2% | +213.8% | +146.6% |
| 10Y | +343.1% | +2.1% | +341.0% | +330.8% |
| All | +588.2% | -92.6% | +680.9% | +546.9% |
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