+20,769.2%
AFL vs SAN
+1,775.7%
+18,993.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +1.4% | +3.4% | -2.0% | 0.0% |
| 30D | +9.7% | -6.3% | +16.0% | +12.1% |
| 3M | +5.5% | -14.1% | +19.6% | +11.4% |
| 6M | +11.2% | +4.2% | +7.0% | +7.6% |
| YTD | +17.1% | +9.0% | +8.0% | +9.3% |
| 1Y | +14.0% | +18.8% | -4.7% | +2.6% |
| 3Y | +66.3% | +252.0% | -185.8% | -8.7% |
| 5Y | +152.7% | +299.5% | -146.8% | +25.4% |
| 10Y | +341.3% | +276.7% | +64.7% | +109.6% |
| All | +20,769.2% | +1,775.7% | +18,993.5% | +5,972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling