+293.1%
AFL vs SFM
+268.6%
+24.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.3% | -8.8% | +5.5% | -2.5% |
| 30D | -5.0% | -14.5% | +9.5% | -3.6% |
| 3M | -1.8% | -16.8% | +15.1% | -0.3% |
| 6M | +4.8% | -5.3% | +10.2% | +4.8% |
| YTD | +5.4% | -9.4% | +14.8% | +5.7% |
| 1Y | +9.0% | -46.2% | +55.1% | +14.9% |
| 3Y | +63.0% | +81.3% | -18.2% | +48.7% |
| 5Y | +134.5% | +211.9% | -77.4% | +97.9% |
| All | +293.1% | +268.6% | +24.5% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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