-41.2%
FIS vs AFL
+303.3%
-344.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -9.0% | -1.6% | -7.3% | -8.1% |
| 30D | -9.0% | -4.0% | -5.0% | -7.1% |
| 3M | -0.5% | -0.5% | 0.0% | -0.2% |
| 6M | -23.1% | +6.5% | -29.6% | -25.6% |
| YTD | -41.5% | +6.2% | -47.6% | -43.4% |
| 1Y | -42.2% | +8.3% | -50.5% | -44.7% |
| 3Y | -26.3% | +62.5% | -88.9% | -44.1% |
| 5Y | -65.2% | +136.2% | -201.3% | -78.5% |
| All | -41.2% | +303.3% | -344.5% | -71.0% |
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