+712.5%
NVT vs AFL
+207.0%
+505.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +2.0% | -3.3% | +5.3% | +4.2% |
| 30D | -7.2% | -5.0% | -2.2% | -4.1% |
| 3M | -0.9% | -1.8% | +0.9% | -0.8% |
| 6M | +42.6% | +4.8% | +37.7% | +35.5% |
| YTD | +52.9% | +5.4% | +47.5% | +44.0% |
| 1Y | +64.5% | +9.0% | +55.5% | +50.2% |
| 3Y | +178.0% | +63.0% | +114.9% | +79.1% |
| 5Y | +402.8% | +134.5% | +268.3% | +140.2% |
| All | +712.5% | +207.0% | +505.5% | +212.5% |
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