+376.5%
FIS vs AFL
+1,063.9%
-687.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -2.2% | -6.2% | +4.0% | 0.0% |
| 3M | +2.1% | +2.2% | 0.0% | +1.3% |
| 6M | -14.7% | +5.3% | -19.9% | -16.3% |
| YTD | -35.7% | +8.0% | -43.7% | -37.5% |
| 1Y | -37.1% | +10.2% | -47.3% | -39.3% |
| 3Y | -20.0% | +67.1% | -87.1% | -34.2% |
| 5Y | -62.1% | +135.6% | -197.7% | -72.5% |
| 10Y | -37.4% | +299.4% | -336.8% | -62.8% |
| All | +376.5% | +1,063.9% | -687.4% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling