+6,972.0%
AFL vs SIRI
-18.6%
+6,990.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -2.1% | -3.9% | +1.8% | -1.9% |
| 30D | -5.4% | -0.8% | -4.6% | -5.4% |
| 3M | -0.3% | +4.3% | -4.6% | -0.6% |
| 6M | +5.2% | +34.1% | -28.8% | +3.2% |
| YTD | +5.7% | +47.3% | -41.6% | +3.0% |
| 1Y | +10.2% | +22.9% | -12.7% | +8.5% |
| 3Y | +63.4% | -24.6% | +88.0% | +63.4% |
| 5Y | +133.0% | -43.2% | +176.2% | +134.9% |
| 10Y | +299.5% | -12.3% | +311.8% | +293.8% |
| All | +6,972.0% | -18.6% | +6,990.7% | +6,229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling