+506.7%
FIX vs AFL
+66.2%
+440.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.4% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -35.1% | +9.3% | -44.4% | -35.4% |
| 3M | -34.3% | +1.0% | -35.3% | -34.2% |
| 6M | -42.9% | +11.8% | -54.8% | -43.8% |
| YTD | +19.5% | +15.3% | +4.1% | +16.5% |
| 1Y | +16.8% | +12.1% | +4.7% | +14.7% |
| 3Y | +506.7% | +65.0% | +441.7% | +414.3% |
| All | +506.7% | +66.2% | +440.5% | +414.3% |
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