+602.8%
FICO vs AFL
+294.8%
+308.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +1.1% |
| 7D | -15.4% | -0.7% | -14.7% | -15.0% |
| 30D | -10.4% | -7.1% | -3.3% | -6.9% |
| 3M | -22.7% | +0.4% | -23.1% | -22.9% |
| 6M | -36.8% | +4.5% | -41.3% | -38.3% |
| YTD | -44.8% | +6.1% | -50.9% | -46.6% |
| 1Y | -39.3% | +10.6% | -49.9% | -42.7% |
| 3Y | +3.7% | +64.0% | -60.3% | -22.4% |
| 5Y | +101.7% | +133.7% | -32.0% | +22.2% |
| 10Y | +602.8% | +298.0% | +304.7% | +207.0% |
| All | +602.8% | +294.8% | +308.0% | +207.0% |
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