+12,471.5%
FIX vs AFL
+3,105.7%
+9,365.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -15.9% | +2.2% | -18.0% | -17.1% |
| 6M | +12.7% | +5.3% | +7.5% | +9.7% |
| YTD | +72.8% | +8.0% | +64.8% | +66.1% |
| 1Y | +122.9% | +10.2% | +112.7% | +111.8% |
| 3Y | +774.3% | +67.1% | +707.2% | +600.8% |
| 5Y | +2,049.5% | +135.6% | +1,913.9% | +1,419.5% |
| 10Y | +5,821.5% | +299.4% | +5,522.1% | +3,361.7% |
| All | +12,471.5% | +3,105.7% | +9,365.8% | +3,720.9% |
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