-80.9%
FIG vs AFL
+19.7%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -14.5% | -2.1% | -12.3% | -14.3% |
| 30D | -13.3% | -5.4% | -7.9% | -12.9% |
| 3M | +7.4% | -0.3% | +7.7% | +7.9% |
| 6M | -27.8% | +5.2% | -33.0% | -27.8% |
| YTD | -41.1% | +5.7% | -46.8% | -41.0% |
| 1Y | -58.7% | +10.2% | -68.9% | -59.7% |
| All | -80.9% | +19.7% | -100.7% | -83.5% |
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