+826.4%
FN vs AFL
+348.2%
+478.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +10.9% | +11.6% |
| 7D | +16.3% | +0.5% | +15.8% | +16.0% |
| 30D | -24.7% | +9.3% | -34.1% | -27.0% |
| 3M | -34.9% | +1.0% | -35.9% | -35.4% |
| 6M | -41.1% | +11.8% | -52.9% | -43.8% |
| YTD | -19.6% | +15.3% | -35.0% | -24.5% |
| 1Y | -18.5% | +12.1% | -30.6% | -22.8% |
| 3Y | +119.1% | +65.0% | +54.2% | +74.6% |
| 5Y | +206.9% | +149.1% | +57.8% | +105.1% |
| 10Y | +826.4% | +340.9% | +485.5% | +410.7% |
| All | +826.4% | +348.2% | +478.3% | +410.7% |
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