+307.4%
IVV vs AFL
+342.1%
-34.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -0.6% | +2.1% | -2.7% | -1.4% |
| 30D | -3.7% | +10.6% | -14.2% | -7.6% |
| 3M | -2.7% | +4.4% | -7.1% | -4.6% |
| 6M | +2.2% | +13.1% | -10.9% | -3.4% |
| YTD | +10.9% | +16.6% | -5.7% | +3.2% |
| 1Y | +11.3% | +13.8% | -2.5% | +4.5% |
| 3Y | +76.9% | +65.7% | +11.2% | +38.8% |
| 5Y | +73.5% | +153.1% | -79.7% | +11.6% |
| 10Y | +307.4% | +335.9% | -28.5% | +113.3% |
| All | +307.4% | +342.1% | -34.7% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling