+2,105.4%
FIX vs AFL
+135.6%
+1,969.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | -7.2% | -6.2% | -1.1% | -4.8% |
| 3M | -15.9% | +2.2% | -18.0% | -17.5% |
| 6M | +12.7% | +5.3% | +7.5% | +8.6% |
| YTD | +72.8% | +8.0% | +64.8% | +63.8% |
| 1Y | +122.9% | +10.2% | +112.7% | +107.6% |
| 3Y | +774.3% | +67.1% | +707.2% | +496.0% |
| All | +2,105.4% | +135.6% | +1,969.8% | +1,017.5% |
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