+342.5%
AFL vs SBAC
+114.8%
+227.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +2.9% | +0.6% | +2.2% | +2.7% |
| 30D | +8.0% | +5.5% | +2.5% | +6.4% |
| 3M | +5.9% | +3.1% | +2.8% | +4.8% |
| 6M | +11.6% | -7.0% | +18.7% | +12.9% |
| YTD | +17.5% | +0.5% | +17.0% | +15.4% |
| 1Y | +13.3% | +0.2% | +13.0% | +11.3% |
| 3Y | +67.0% | -7.4% | +74.4% | +64.7% |
| 5Y | +150.6% | -39.7% | +190.4% | +176.7% |
| All | +342.5% | +114.8% | +227.7% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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