+342.5%
AFL vs SGI
+319.5%
+22.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.9% | -5.3% | +8.2% | +4.1% |
| 30D | +8.0% | -2.1% | +10.0% | +8.2% |
| 3M | +5.9% | -8.2% | +14.1% | +7.5% |
| 6M | +11.6% | -4.6% | +16.2% | +11.4% |
| YTD | +17.5% | -31.5% | +49.0% | +25.7% |
| 1Y | +13.3% | -30.8% | +44.1% | +20.7% |
| 3Y | +67.0% | +67.2% | -0.2% | +38.8% |
| 5Y | +150.6% | +42.5% | +108.1% | +107.8% |
| All | +342.5% | +319.5% | +22.9% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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