-55.8%
FIG vs AFL
+11.7%
-67.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | -16.3% | +0.6% | -16.9% | -16.3% |
| 30D | -14.3% | -6.2% | -8.1% | -13.8% |
| 3M | +7.2% | +2.2% | +5.0% | +7.7% |
| 6M | -18.6% | +5.3% | -23.9% | -18.9% |
| YTD | -35.5% | +8.0% | -43.4% | -35.0% |
| 1Y | -55.8% | +10.2% | -66.0% | -55.0% |
| All | -55.8% | +11.7% | -67.5% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling