+19.6%
IOT vs AFL
+5.9%
+13.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -4.5% | -1.6% | -2.9% | -3.7% |
| 30D | -2.4% | -4.0% | +1.6% | -0.2% |
| 3M | +19.0% | -0.5% | +19.5% | +19.8% |
| 6M | +19.6% | +6.5% | +13.1% | +12.7% |
| All | +19.6% | +5.9% | +13.7% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling