+403.7%
AFL vs SFM
+132.6%
+271.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -6.2% | -4.4% | -1.8% | -5.8% |
| 3M | +2.2% | +1.5% | +0.7% | +1.8% |
| 6M | +5.3% | +6.5% | -1.2% | +4.1% |
| YTD | +8.0% | +2.2% | +5.8% | +7.0% |
| 1Y | +10.2% | -41.9% | +52.1% | +15.3% |
| 3Y | +67.1% | +106.8% | -39.7% | +50.9% |
| 5Y | +135.6% | +231.6% | -96.0% | +99.1% |
| 10Y | +299.4% | +258.4% | +40.9% | +223.1% |
| All | +403.7% | +132.6% | +271.1% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling