+3.1%
FICO vs AFL
+69.3%
-66.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | +0.6% | -19.8% | -19.3% |
| 30D | -14.6% | -6.2% | -8.4% | -12.3% |
| 3M | -20.1% | +2.2% | -22.3% | -20.8% |
| 6M | -36.3% | +5.3% | -41.6% | -37.7% |
| YTD | -44.9% | +8.0% | -52.8% | -46.6% |
| 1Y | -38.6% | +10.2% | -48.9% | -41.1% |
| All | +3.1% | +69.3% | -66.2% | -16.1% |
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