+130.0%
FITB vs AFL
+62.4%
+67.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | -1.0% | -3.3% | +2.3% | +0.7% |
| 30D | -5.5% | -5.0% | -0.5% | -3.1% |
| 3M | +4.1% | -1.8% | +5.9% | +4.8% |
| 6M | +18.7% | +4.8% | +13.9% | +15.5% |
| YTD | +18.2% | +5.4% | +12.7% | +14.6% |
| 1Y | +23.7% | +9.0% | +14.7% | +17.9% |
| All | +130.0% | +62.4% | +67.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling