+110.5%
FE vs AFL
+300.4%
-189.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.7% | -3.3% | +1.6% | -0.5% |
| 30D | -1.3% | -5.0% | +3.7% | +0.5% |
| 3M | +0.6% | -1.8% | +2.4% | +1.1% |
| 6M | -6.8% | +4.8% | -11.7% | -8.6% |
| YTD | +6.4% | +5.4% | +1.0% | +4.1% |
| 1Y | +11.3% | +9.0% | +2.3% | +7.4% |
| 3Y | +47.1% | +63.0% | -16.0% | +20.6% |
| 5Y | +50.4% | +134.5% | -84.1% | +6.2% |
| All | +110.5% | +300.4% | -189.9% | +25.9% |
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