-16.1%
IP vs AFL
+135.6%
-151.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | -10.9% | -6.2% | -4.7% | -8.5% |
| 3M | +11.2% | +2.2% | +9.0% | +9.7% |
| 6M | -10.2% | +5.3% | -15.5% | -12.6% |
| YTD | -2.0% | +8.0% | -9.9% | -5.9% |
| 1Y | -19.1% | +10.2% | -29.3% | -23.2% |
| 3Y | +20.9% | +67.1% | -46.2% | -11.1% |
| All | -16.1% | +135.6% | -151.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling