+64.0%
AFL vs SM
-2.8%
+66.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.4% | -2.0% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -7.1% | +31.5% | -38.6% | -8.7% |
| 3M | +0.4% | +17.3% | -16.9% | -0.8% |
| 6M | +4.5% | +48.5% | -44.0% | +1.2% |
| YTD | +6.1% | +106.3% | -100.2% | -0.4% |
| 1Y | +10.6% | +47.3% | -36.7% | +7.0% |
| 3Y | +64.0% | -1.4% | +65.4% | +60.7% |
| All | +64.0% | -2.8% | +66.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling