-3.7%
FISV vs AFL
+18.6%
-22.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.8% |
| 7D | +29.6% | +2.9% | +26.7% | +28.0% |
| 30D | +34.5% | +11.5% | +23.0% | +28.2% |
| 3M | +11.2% | +0.6% | +10.6% | +10.6% |
| 6M | -1.2% | +11.7% | -12.9% | -4.9% |
| YTD | -7.6% | +15.4% | -23.0% | -12.1% |
| 1Y | -3.7% | +17.6% | -21.3% | -8.1% |
| All | -3.7% | +18.6% | -22.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling