+148.0%
AFL vs SITM
+4,532.8%
-4,384.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -3.3% | +4.8% | -8.1% | -3.7% |
| 30D | -5.0% | -9.7% | +4.7% | -4.3% |
| 3M | -1.8% | -9.3% | +7.6% | -2.0% |
| 6M | +4.8% | +69.5% | -64.7% | -2.1% |
| YTD | +5.4% | +70.5% | -65.1% | -2.1% |
| 1Y | +9.0% | +145.3% | -136.3% | -3.1% |
| 3Y | +63.0% | +432.8% | -369.8% | +26.2% |
| 5Y | +134.5% | +174.0% | -39.5% | +80.7% |
| All | +148.0% | +4,532.8% | -4,384.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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