+4.8%
AFL vs SCHG
+13.1%
-8.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.3% |
| 7D | -3.3% | -2.7% | -0.6% | -3.7% |
| 30D | -5.0% | -2.2% | -2.8% | -5.2% |
| 3M | -1.8% | +6.2% | -7.9% | -1.2% |
| 6M | +4.8% | +13.4% | -8.5% | +1.5% |
| All | +4.8% | +13.1% | -8.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 6mo: compounded portfolio wealth divided by compounded SCHG 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…
6mo analysis · Full analysis span regression · 6 months rolling