+0.7%
FPS vs AFL
+3.4%
-2.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.5% | -6.0% |
| 7D | -4.6% | -3.3% | -1.3% | -7.5% |
| 30D | -22.6% | -5.0% | -17.6% | -26.4% |
| 3M | -45.1% | -1.8% | -43.4% | -46.2% |
| 6M | -17.8% | +4.8% | -22.7% | -15.7% |
| All | +0.7% | +3.4% | -2.7% | +0.7% |
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