-1.7%
IP vs AFL
+12.8%
-14.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | -3.0% | +0.5% | -3.5% | -3.2% |
| 30D | +10.6% | +9.3% | +1.3% | +8.3% |
| 3M | -13.6% | +1.0% | -14.6% | -13.8% |
| 6M | +10.4% | +11.8% | -1.4% | +6.2% |
| YTD | -6.5% | +15.3% | -21.8% | -9.9% |
| All | -1.7% | +12.8% | -14.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling