+270.5%
FTI vs AFL
+63.5%
+207.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -4.4% | -1.6% | -2.7% | -3.8% |
| 30D | +1.5% | -4.0% | +5.5% | +3.0% |
| 3M | +8.2% | -0.5% | +8.7% | +7.9% |
| 6M | +18.8% | +6.5% | +12.3% | +15.0% |
| YTD | +71.7% | +6.2% | +65.5% | +65.9% |
| 1Y | +90.0% | +8.3% | +81.8% | +81.7% |
| 3Y | +270.5% | +62.5% | +208.0% | +215.8% |
| All | +270.5% | +63.5% | +207.0% | +215.8% |
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