+988.8%
AFL vs SGI
+2,073.9%
-1,085.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.7% | +9.3% | -10.0% | -3.1% |
| 30D | -7.1% | +6.9% | -14.0% | -8.9% |
| 3M | +0.4% | +2.8% | -2.4% | -1.1% |
| 6M | +4.5% | -12.6% | +17.1% | +6.5% |
| YTD | +6.1% | -21.5% | +27.6% | +10.7% |
| 1Y | +10.6% | -18.8% | +29.3% | +13.8% |
| 3Y | +64.0% | +60.8% | +3.2% | +36.0% |
| 5Y | +133.7% | +60.0% | +73.7% | +84.8% |
| 10Y | +298.0% | +267.8% | +30.2% | +114.4% |
| All | +988.8% | +2,073.9% | -1,085.1% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling