+625.5%
AFL vs SCHG
+1,132.2%
-506.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -0.9% |
| 30D | -4.0% | -1.3% | -2.8% | -3.2% |
| 3M | -0.5% | +5.4% | -5.9% | -4.7% |
| 6M | +6.5% | +14.4% | -7.9% | -4.5% |
| YTD | +6.2% | +8.0% | -1.9% | -1.1% |
| 1Y | +8.3% | +12.7% | -4.4% | -3.0% |
| 3Y | +62.5% | +85.6% | -23.1% | -6.3% |
| 5Y | +136.2% | +85.5% | +50.6% | +29.6% |
| 10Y | +301.4% | +456.0% | -154.6% | -37.9% |
| All | +625.5% | +1,132.2% | -506.7% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling