+755.5%
FN vs AFL
+336.0%
+419.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +20.8% | +0.2% | +20.6% | +20.7% |
| 30D | -17.3% | +8.6% | -25.9% | -19.6% |
| 3M | -38.1% | +5.3% | -43.4% | -39.4% |
| 6M | -44.2% | +10.0% | -54.3% | -46.5% |
| YTD | -22.3% | +16.5% | -38.8% | -27.2% |
| 1Y | -20.9% | +12.7% | -33.6% | -25.2% |
| 3Y | +111.1% | +65.5% | +45.6% | +68.0% |
| 5Y | +191.8% | +148.5% | +43.3% | +95.0% |
| All | +755.5% | +336.0% | +419.5% | +361.8% |
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