+1,428.5%
IBKR vs AFL
+593.5%
+835.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.3% | -1.6% | +0.3% | -0.6% |
| 30D | -0.2% | -4.0% | +3.8% | +1.4% |
| 3M | +3.0% | -0.5% | +3.5% | +2.7% |
| 6M | +33.9% | +6.5% | +27.3% | +29.5% |
| YTD | +42.5% | +6.2% | +36.3% | +37.6% |
| 1Y | +44.9% | +8.3% | +36.6% | +38.2% |
| 3Y | +293.0% | +62.5% | +230.5% | +212.5% |
| 5Y | +497.7% | +136.2% | +361.5% | +306.1% |
| 10Y | +1,004.4% | +301.4% | +703.0% | +487.6% |
| All | +1,428.5% | +593.5% | +835.0% | +492.8% |
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