+61.8%
AFL vs SBAC
-8.7%
+70.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -5.4% | +3.9% | -9.3% | -5.9% |
| 3M | -0.3% | -8.2% | +7.9% | +0.8% |
| 6M | +5.2% | -2.8% | +8.0% | +5.2% |
| YTD | +5.7% | -1.5% | +7.2% | +5.3% |
| 1Y | +10.2% | 0.0% | +10.2% | +9.4% |
| All | +61.8% | -8.7% | +70.5% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling