+56.5%
OVV vs AFL
+297.3%
-240.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -3.8% | -2.1% | -1.7% | -2.0% |
| 30D | +1.3% | -5.4% | +6.7% | +6.1% |
| 3M | +14.3% | -0.3% | +14.6% | +13.9% |
| 6M | +21.1% | +5.2% | +15.9% | +14.2% |
| YTD | +66.0% | +5.7% | +60.3% | +54.6% |
| 1Y | +59.3% | +10.2% | +49.1% | +42.0% |
| 3Y | +47.6% | +63.4% | -15.9% | -12.7% |
| 5Y | +162.0% | +133.0% | +29.0% | +8.8% |
| 10Y | +56.5% | +299.5% | -243.0% | -45.6% |
| All | +56.5% | +297.3% | -240.8% | -45.6% |
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