+890.0%
FN vs AFL
+294.8%
+595.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | +3.5% | -0.7% | +4.3% | +3.7% |
| 30D | -26.0% | -7.1% | -18.9% | -24.3% |
| 3M | -33.3% | +0.4% | -33.7% | -33.8% |
| 6M | -14.9% | +4.5% | -19.5% | -17.0% |
| YTD | -8.6% | +6.1% | -14.6% | -11.6% |
| 1Y | +12.3% | +10.6% | +1.8% | +6.5% |
| 3Y | +174.4% | +64.0% | +110.4% | +117.2% |
| 5Y | +296.4% | +133.7% | +162.7% | +168.9% |
| 10Y | +890.0% | +298.0% | +592.0% | +431.2% |
| All | +890.0% | +294.8% | +595.3% | +431.2% |
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