+6,126.7%
AFL vs IVZ
+1,090.9%
+5,035.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | -7.1% | +3.1% | -10.2% | -8.3% |
| 3M | +0.4% | +18.2% | -17.7% | -6.7% |
| 6M | +4.5% | +38.6% | -34.1% | -9.4% |
| YTD | +6.1% | +25.9% | -19.8% | -5.2% |
| 1Y | +10.6% | +51.7% | -41.1% | -8.7% |
| 3Y | +64.0% | +138.7% | -74.6% | +7.4% |
| 5Y | +133.7% | +62.8% | +70.9% | +70.8% |
| 10Y | +298.0% | +60.9% | +237.1% | +163.4% |
| All | +6,126.7% | +1,090.9% | +5,035.8% | +1,707.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling