-13.6%
IP vs AFL
+149.6%
-163.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.1% |
| 7D | -0.3% | +2.9% | -3.2% | -1.5% |
| 30D | +7.9% | +8.0% | 0.0% | +4.4% |
| 3M | -15.3% | +5.9% | -21.2% | -17.5% |
| 6M | +10.5% | +11.6% | -1.1% | +4.8% |
| YTD | -9.4% | +17.5% | -26.9% | -16.1% |
| 1Y | -4.6% | +13.3% | -17.9% | -10.3% |
| 3Y | +21.2% | +67.0% | -45.8% | -9.4% |
| All | -13.6% | +149.6% | -163.3% | -51.8% |
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 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