+690.9%
IYR vs AFL
+1,540.3%
-849.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.9% | -2.1% | +1.2% | 0.0% |
| 30D | -2.4% | -5.4% | +3.1% | 0.0% |
| 3M | -2.0% | -0.3% | -1.8% | -2.0% |
| 6M | +2.5% | +5.2% | -2.7% | -0.1% |
| YTD | +8.3% | +5.7% | +2.6% | +5.2% |
| 1Y | +6.5% | +10.2% | -3.8% | +1.3% |
| 3Y | +29.3% | +63.4% | -34.1% | +1.6% |
| 5Y | +5.7% | +133.0% | -127.3% | -30.1% |
| 10Y | +69.2% | +299.5% | -230.3% | -16.1% |
| All | +690.9% | +1,540.3% | -849.4% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling