+66.4%
AFL vs SM
-8.5%
+74.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | +0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | +9.7% | -17.3% | +27.0% | +10.6% |
| 3M | +5.5% | -3.6% | +9.1% | +5.4% |
| 6M | +11.2% | +2.9% | +8.3% | +10.3% |
| YTD | +17.1% | +70.2% | -53.1% | +11.1% |
| 1Y | +14.0% | +66.5% | -52.5% | +8.3% |
| All | +66.4% | -8.5% | +74.9% | +64.4% |
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