-53.1%
FISV vs AFL
+133.8%
-186.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.1% |
| 7D | -2.7% | -1.6% | -1.0% | -1.8% |
| 30D | 0.0% | -4.0% | +4.1% | +2.1% |
| 3M | -2.8% | -0.5% | -2.3% | -2.5% |
| 6M | -11.8% | +6.5% | -18.4% | -14.7% |
| YTD | -23.2% | +6.2% | -29.4% | -25.7% |
| 1Y | -62.0% | +8.3% | -70.3% | -63.6% |
| 3Y | -57.6% | +62.5% | -120.2% | -67.5% |
| All | -53.1% | +133.8% | -186.9% | -72.5% |
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 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