+19,143.8%
AFL vs SAN
+2,116.5%
+17,027.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +0.6% | +1.8% | -1.2% | -0.1% |
| 30D | -6.2% | +2.0% | -8.2% | -7.0% |
| 3M | +2.2% | +19.7% | -17.5% | -5.8% |
| 6M | +5.3% | +30.6% | -25.4% | -7.2% |
| YTD | +8.0% | +28.8% | -20.9% | -5.2% |
| 1Y | +10.2% | +57.8% | -47.5% | -11.4% |
| 3Y | +67.1% | +338.1% | -271.1% | -15.8% |
| 5Y | +135.6% | +384.2% | -248.6% | +8.5% |
| 10Y | +299.4% | +353.1% | -53.8% | +76.5% |
| All | +19,143.8% | +2,116.5% | +17,027.4% | +5,167.6% |
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