+310.3%
IVV vs AFL
+339.8%
-29.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +2.6% | +2.9% | -0.3% | +1.4% |
| 30D | -2.0% | +8.0% | -9.9% | -5.1% |
| 3M | -2.8% | +5.9% | -8.7% | -5.2% |
| 6M | +2.2% | +11.6% | -9.5% | -2.9% |
| YTD | +11.5% | +17.5% | -6.0% | +3.4% |
| 1Y | +13.5% | +13.3% | +0.2% | +6.8% |
| 3Y | +78.1% | +67.0% | +11.1% | +39.3% |
| 5Y | +73.1% | +150.6% | -77.5% | +11.9% |
| All | +310.3% | +339.8% | -29.4% | +114.0% |
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