+49.9%
FE vs AFL
+67.0%
-17.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +3.6% | +9.7% | -6.1% | +0.9% |
| 3M | +0.3% | +5.5% | -5.2% | -1.3% |
| 6M | +6.4% | +11.2% | -4.8% | +3.1% |
| YTD | +8.1% | +17.1% | -8.9% | +3.2% |
| 1Y | +4.6% | +14.0% | -9.4% | +0.5% |
| All | +49.9% | +67.0% | -17.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling