+133.0%
AFL vs SM
+119.2%
+13.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -5.4% | +20.3% | -25.7% | -7.2% |
| 3M | -0.3% | +22.9% | -23.2% | -2.7% |
| 6M | +5.2% | +47.8% | -42.6% | +0.1% |
| YTD | +5.7% | +107.5% | -101.8% | -3.6% |
| 1Y | +10.2% | +51.7% | -41.5% | +4.0% |
| 3Y | +63.4% | -0.9% | +64.3% | +58.2% |
| 5Y | +133.0% | +112.2% | +20.8% | +88.4% |
| All | +133.0% | +119.2% | +13.8% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling