+159.6%
OVV vs AFL
+1,340.9%
-1,181.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | -7.3% | +2.1% | -9.4% | -8.3% |
| 30D | -3.6% | +10.6% | -14.1% | -8.5% |
| 3M | -2.6% | +4.4% | -7.0% | -4.9% |
| 6M | +7.6% | +13.1% | -5.5% | +0.5% |
| YTD | +59.6% | +16.6% | +43.0% | +45.9% |
| 1Y | +62.2% | +13.8% | +48.4% | +50.1% |
| 3Y | +49.6% | +65.7% | -16.0% | +12.9% |
| 5Y | +98.9% | +153.1% | -54.2% | +22.1% |
| 10Y | +45.1% | +335.9% | -290.7% | -22.8% |
| All | +159.6% | +1,340.9% | -1,181.3% | -20.8% |
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