+342.5%
AFL vs SFM
+140.2%
+202.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | +2.9% | +6.0% | -3.2% | +2.3% |
| 30D | +8.0% | -19.5% | +27.4% | +9.6% |
| 3M | +5.9% | -37.0% | +42.9% | +10.0% |
| 6M | +11.6% | -41.0% | +52.6% | +16.4% |
| YTD | +17.5% | -34.6% | +52.2% | +20.8% |
| 1Y | +13.3% | -36.3% | +49.5% | +16.7% |
| 3Y | +67.0% | +24.5% | +42.5% | +57.0% |
| 5Y | +150.6% | +115.9% | +34.8% | +117.5% |
| All | +342.5% | +140.2% | +202.3% | +264.0% |
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