+3,644.4%
FIX vs AFL
+342.1%
+3,302.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -13.9% | +2.1% | -16.0% | -15.1% |
| 30D | -35.5% | +10.6% | -46.1% | -39.4% |
| 3M | -33.9% | +4.4% | -38.3% | -35.9% |
| 6M | -43.3% | +13.1% | -56.4% | -48.1% |
| YTD | +18.7% | +16.6% | +2.0% | +5.9% |
| 1Y | +13.8% | +13.8% | -0.1% | +2.8% |
| 3Y | +495.0% | +65.7% | +429.3% | +308.9% |
| 5Y | +1,049.0% | +153.1% | +895.9% | +492.1% |
| 10Y | +3,644.4% | +335.9% | +3,308.6% | +1,373.0% |
| All | +3,644.4% | +342.1% | +3,302.4% | +1,373.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling