-70.8%
FIS vs AFL
+149.6%
-220.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +2.8% | +2.9% | 0.0% | +1.4% |
| 30D | -16.7% | +8.0% | -24.7% | -19.9% |
| 3M | -32.3% | +5.9% | -38.2% | -34.3% |
| 6M | -29.1% | +11.6% | -40.7% | -32.9% |
| YTD | -54.1% | +17.5% | -71.7% | -57.8% |
| 1Y | -53.7% | +13.3% | -67.0% | -56.6% |
| 3Y | -38.8% | +67.0% | -105.9% | -54.1% |
| All | -70.8% | +149.6% | -220.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling