+239.9%
FIS vs AFL
+1,167.1%
-927.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +2.8% | +2.9% | 0.0% | +1.8% |
| 30D | -16.7% | +8.0% | -24.7% | -19.0% |
| 3M | -32.3% | +5.9% | -38.2% | -33.7% |
| 6M | -29.1% | +11.6% | -40.7% | -31.9% |
| YTD | -54.1% | +17.5% | -71.7% | -56.8% |
| 1Y | -53.7% | +13.3% | -67.0% | -55.8% |
| 3Y | -38.8% | +67.0% | -105.9% | -49.8% |
| 5Y | -71.1% | +150.6% | -221.7% | -79.5% |
| 10Y | -53.1% | +343.1% | -396.1% | -73.2% |
| All | +239.9% | +1,167.1% | -927.2% | +19.5% |
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