-26.5%
FIS vs AFL
+62.8%
-89.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.3% |
| 7D | -9.1% | -2.1% | -6.9% | -8.3% |
| 30D | -10.4% | -5.4% | -5.0% | -8.5% |
| 3M | -3.7% | -0.3% | -3.4% | -3.5% |
| 6M | -24.8% | +5.2% | -30.0% | -26.0% |
| YTD | -41.6% | +5.7% | -47.2% | -42.7% |
| 1Y | -42.7% | +10.2% | -53.0% | -44.7% |
| All | -26.5% | +62.8% | -89.3% | -38.4% |
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