+293.1%
AFL vs SBAC
+83.0%
+210.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.5% |
| 7D | -3.3% | -5.3% | +2.0% | -2.0% |
| 30D | -5.0% | +0.4% | -5.4% | -5.1% |
| 3M | -1.8% | -11.9% | +10.1% | +1.1% |
| 6M | +4.8% | -4.5% | +9.3% | +4.8% |
| YTD | +5.4% | -4.3% | +9.8% | +5.1% |
| 1Y | +9.0% | -3.9% | +12.9% | +8.3% |
| 3Y | +63.0% | -11.0% | +74.0% | +62.4% |
| 5Y | +134.5% | -44.1% | +178.6% | +164.2% |
| All | +293.1% | +83.0% | +210.0% | +225.9% |
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