+109.1%
FN vs AFL
+66.2%
+43.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.2% |
| 7D | +20.8% | +0.2% | +20.6% | +20.9% |
| 30D | -17.3% | +8.6% | -25.9% | -15.4% |
| 3M | -38.1% | +5.3% | -43.4% | -36.9% |
| 6M | -44.2% | +10.0% | -54.3% | -42.8% |
| YTD | -22.3% | +16.5% | -38.8% | -20.0% |
| 1Y | -20.9% | +12.7% | -33.6% | -18.5% |
| All | +109.1% | +66.2% | +43.0% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling