-51.1%
FIS vs AFL
+18.6%
-69.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.0% | -24.7% | -24.1% |
| 7D | -18.4% | +2.9% | -21.3% | -19.7% |
| 30D | -11.4% | +11.5% | -22.9% | -16.1% |
| 3M | -32.0% | +0.6% | -32.6% | -32.6% |
| 6M | -35.6% | +11.7% | -47.3% | -38.4% |
| YTD | -53.8% | +15.4% | -69.2% | -56.1% |
| 1Y | -51.1% | +17.6% | -68.6% | -53.8% |
| All | -51.1% | +18.6% | -69.7% | -53.8% |
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