+293.1%
AFL vs SAN
+347.0%
-53.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.3% | -2.8% | -0.5% | -2.3% |
| 30D | -5.0% | -0.5% | -4.4% | -4.8% |
| 3M | -1.8% | +22.7% | -24.5% | -9.6% |
| 6M | +4.8% | +28.8% | -23.9% | -6.2% |
| YTD | +5.4% | +26.3% | -20.8% | -5.9% |
| 1Y | +9.0% | +48.8% | -39.9% | -9.3% |
| 3Y | +63.0% | +347.2% | -284.2% | -18.0% |
| 5Y | +134.5% | +383.8% | -249.3% | +7.9% |
| All | +293.1% | +347.0% | -53.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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