+295.8%
AFL vs IVZ
+65.9%
+229.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -1.6% | -2.4% | +0.7% | -0.8% |
| 30D | -4.0% | +3.0% | -7.1% | -5.1% |
| 3M | -0.5% | +14.9% | -15.4% | -5.9% |
| 6M | +6.5% | +36.7% | -30.2% | -5.9% |
| YTD | +6.2% | +25.7% | -19.5% | -4.0% |
| 1Y | +8.3% | +47.7% | -39.4% | -8.2% |
| 3Y | +62.5% | +138.8% | -76.3% | +9.0% |
| 5Y | +136.2% | +62.1% | +74.1% | +78.1% |
| All | +295.8% | +65.9% | +229.9% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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