+1,054.0%
IJH vs AFL
+1,450.1%
-396.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -1.9% | -1.6% | -0.2% | -1.2% |
| 30D | -4.6% | -4.0% | -0.6% | -3.2% |
| 3M | -1.2% | -0.5% | -0.7% | -1.2% |
| 6M | +9.4% | +6.5% | +2.9% | +6.3% |
| YTD | +13.3% | +6.2% | +7.2% | +10.0% |
| 1Y | +13.4% | +8.3% | +5.1% | +9.1% |
| 3Y | +50.4% | +62.5% | -12.1% | +22.1% |
| 5Y | +49.0% | +136.2% | -87.2% | +4.2% |
| 10Y | +182.6% | +301.4% | -118.8% | +59.1% |
| All | +1,054.0% | +1,450.1% | -396.1% | +269.4% |
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