+158.7%
OVV vs AFL
+134.0%
+24.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.1% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | +8.0% | -7.1% | +15.1% | +13.0% |
| 3M | +11.3% | +0.4% | +10.8% | +10.4% |
| 6M | +24.0% | +4.5% | +19.5% | +19.0% |
| YTD | +65.3% | +6.1% | +59.3% | +56.0% |
| 1Y | +60.2% | +10.6% | +49.6% | +45.9% |
| 3Y | +46.9% | +64.0% | -17.1% | -7.3% |
| 5Y | +158.7% | +133.7% | +25.0% | +7.0% |
| All | +158.7% | +134.0% | +24.7% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling