+86.3%
FOXA vs AFL
+177.8%
-91.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -5.4% | -2.1% | -3.3% | -4.4% |
| 30D | +1.1% | -5.4% | +6.6% | +4.0% |
| 3M | -6.1% | -0.3% | -5.9% | -6.1% |
| 6M | +8.2% | +5.2% | +3.0% | +5.1% |
| YTD | -11.8% | +5.7% | -17.5% | -14.7% |
| 1Y | +9.9% | +10.2% | -0.3% | +3.9% |
| 3Y | +110.7% | +63.4% | +47.3% | +58.4% |
| 5Y | +86.9% | +133.0% | -46.1% | +13.9% |
| All | +86.3% | +177.8% | -91.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling