+149.7%
AFL vs SAN
+306.1%
-156.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +1.4% | +3.4% | -2.0% | +0.7% |
| 30D | +9.7% | -6.3% | +16.0% | +11.0% |
| 3M | +5.5% | -14.1% | +19.6% | +8.7% |
| 6M | +11.2% | +4.2% | +7.0% | +9.3% |
| YTD | +17.1% | +9.0% | +8.0% | +12.7% |
| 1Y | +14.0% | +18.8% | -4.7% | +7.3% |
| 3Y | +66.3% | +252.0% | -185.8% | +13.9% |
| All | +149.7% | +306.1% | -156.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling