+547.9%
FAST vs AFL
+348.2%
+199.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +8.1% | +9.3% | -1.3% | +4.6% |
| 3M | +5.8% | +1.0% | +4.8% | +5.3% |
| 6M | +24.9% | +11.8% | +13.0% | +19.6% |
| YTD | +38.9% | +15.3% | +23.6% | +31.3% |
| 1Y | +36.5% | +12.1% | +24.4% | +30.3% |
| 3Y | +98.1% | +65.0% | +33.2% | +63.1% |
| 5Y | +109.3% | +149.1% | -39.8% | +47.1% |
| 10Y | +547.9% | +340.9% | +207.0% | +279.5% |
| All | +547.9% | +348.2% | +199.8% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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