+93.1%
FOXA vs AFL
+133.8%
-40.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +0.8% | -1.6% | +2.4% | +1.5% |
| 30D | +5.0% | -4.0% | +9.1% | +7.0% |
| 3M | -3.0% | -0.5% | -2.5% | -2.9% |
| 6M | +14.8% | +6.5% | +8.2% | +11.1% |
| YTD | -8.9% | +6.2% | -15.1% | -11.7% |
| 1Y | +13.3% | +8.3% | +5.0% | +8.7% |
| 3Y | +115.4% | +62.5% | +52.9% | +65.8% |
| All | +93.1% | +133.8% | -40.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling