+342.5%
AFL vs SAN
+270.1%
+72.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +2.9% | +4.0% | -1.1% | +1.3% |
| 30D | +8.0% | -7.8% | +15.8% | +10.8% |
| 3M | +5.9% | -16.4% | +22.3% | +12.5% |
| 6M | +11.6% | +3.5% | +8.1% | +8.5% |
| YTD | +17.5% | +6.7% | +10.8% | +11.0% |
| 1Y | +13.3% | +14.5% | -1.2% | +3.8% |
| 3Y | +67.0% | +243.5% | -176.5% | -7.4% |
| 5Y | +150.6% | +296.2% | -145.6% | +23.9% |
| All | +342.5% | +270.1% | +72.3% | +99.4% |
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