+538.9%
FICO vs AFL
+336.0%
+202.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -0.8% | +8.6% | -9.4% | -5.2% |
| 3M | -31.3% | +5.3% | -36.6% | -33.3% |
| 6M | -33.9% | +10.0% | -44.0% | -37.4% |
| YTD | -57.6% | +16.5% | -74.1% | -61.0% |
| 1Y | -59.7% | +12.7% | -72.3% | -62.3% |
| 3Y | -28.0% | +65.5% | -93.5% | -46.3% |
| 5Y | +91.0% | +148.5% | -57.5% | +12.2% |
| All | +538.9% | +336.0% | +202.9% | +165.9% |
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