+1,584.1%
AFL vs SBAC
+2,199.0%
-614.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -7.1% | +3.2% | -10.4% | -7.5% |
| 3M | +0.4% | -5.1% | +5.5% | +0.9% |
| 6M | +4.5% | -2.1% | +6.6% | +4.3% |
| YTD | +6.1% | -0.5% | +6.6% | +5.4% |
| 1Y | +10.6% | +1.1% | +9.4% | +9.6% |
| 3Y | +64.0% | -7.4% | +71.5% | +63.4% |
| 5Y | +133.7% | -44.3% | +178.1% | +146.0% |
| 10Y | +298.0% | +77.6% | +220.5% | +263.1% |
| All | +1,584.1% | +2,199.0% | -614.9% | +1,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling