+102.4%
FN vs AFL
+60.8%
+41.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +11.1% |
| 7D | 0.0% | +0.1% | -0.2% | +0.1% |
| 30D | -34.3% | +10.0% | -44.4% | -32.6% |
| 3M | -39.9% | -1.6% | -38.3% | -39.6% |
| 6M | -51.8% | +10.5% | -62.3% | -50.8% |
| YTD | -28.1% | +14.3% | -42.4% | -26.3% |
| 1Y | -29.1% | +11.4% | -40.5% | -27.3% |
| 3Y | +102.4% | +62.4% | +40.0% | +110.5% |
| All | +102.4% | +60.8% | +41.6% | +110.5% |
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