+133.7%
AFL vs SIRI
-41.5%
+175.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -4.0% | +2.5% | -6.5% | -4.3% |
| 3M | -0.5% | +6.6% | -7.1% | -1.3% |
| 6M | +6.5% | +32.9% | -26.4% | +3.1% |
| YTD | +6.2% | +50.5% | -44.3% | +1.3% |
| 1Y | +8.3% | +28.0% | -19.7% | +4.9% |
| 3Y | +62.5% | -22.4% | +84.9% | +60.9% |
| All | +133.7% | -41.5% | +175.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling