+322.1%
IVV vs AFL
+297.3%
+24.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.4% | -2.1% | +1.8% | +0.5% |
| 30D | -1.4% | -5.4% | +4.1% | +0.8% |
| 3M | +3.7% | -0.3% | +4.0% | +3.4% |
| 6M | +13.0% | +5.2% | +7.8% | +10.0% |
| YTD | +12.4% | +5.7% | +6.8% | +9.0% |
| 1Y | +18.6% | +10.2% | +8.4% | +12.7% |
| 3Y | +78.1% | +63.4% | +14.7% | +40.1% |
| 5Y | +82.3% | +133.0% | -50.7% | +21.2% |
| 10Y | +322.1% | +299.5% | +22.6% | +126.1% |
| All | +322.1% | +297.3% | +24.8% | +126.1% |
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