+2,112.4%
FTI vs AFL
+1,083.5%
+1,028.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.2% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | +12.3% | -7.1% | +19.5% | +16.7% |
| 3M | +13.8% | +0.4% | +13.3% | +13.1% |
| 6M | +24.3% | +4.5% | +19.7% | +20.5% |
| YTD | +75.8% | +6.1% | +69.7% | +68.7% |
| 1Y | +99.6% | +10.6% | +89.1% | +87.1% |
| 3Y | +278.4% | +64.0% | +214.4% | +182.8% |
| 5Y | +1,168.7% | +133.7% | +1,035.0% | +694.1% |
| 10Y | +297.5% | +298.0% | -0.5% | +100.5% |
| All | +2,112.4% | +1,083.5% | +1,028.8% | +531.8% |
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 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