-17.6%
IP vs AFL
+12.6%
-30.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -10.9% | -6.2% | -4.7% | -9.7% |
| 3M | +11.2% | +2.2% | +9.0% | +10.4% |
| 6M | -10.2% | +5.3% | -15.5% | -11.8% |
| YTD | -2.0% | +8.0% | -9.9% | -3.8% |
| All | -17.6% | +12.6% | -30.1% | -18.8% |
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 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