+2,859.0%
FITB vs AFL
+18,474.8%
-15,615.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.4% | -2.1% | +1.7% | +1.0% |
| 30D | -5.1% | -5.4% | +0.3% | -1.7% |
| 3M | +3.5% | -0.3% | +3.8% | +3.5% |
| 6M | +17.2% | +5.2% | +12.0% | +13.0% |
| YTD | +17.6% | +5.7% | +12.0% | +13.0% |
| 1Y | +23.4% | +10.2% | +13.1% | +15.1% |
| 3Y | +129.7% | +63.4% | +66.3% | +63.2% |
| 5Y | +68.4% | +133.0% | -64.6% | -3.4% |
| 10Y | +285.6% | +299.5% | -13.9% | +63.5% |
| All | +2,859.0% | +18,474.8% | -15,615.8% | +356.2% |
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