+10,413.7%
AFL vs SM
+1,360.8%
+9,052.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +9.7% | -17.3% | +27.0% | +12.4% |
| 3M | +5.5% | -3.6% | +9.1% | +5.3% |
| 6M | +11.2% | +2.9% | +8.3% | +9.1% |
| YTD | +17.1% | +70.2% | -53.1% | +5.2% |
| 1Y | +14.0% | +66.5% | -52.5% | +2.7% |
| 3Y | +66.3% | -8.2% | +74.5% | +58.6% |
| 5Y | +152.7% | -1.5% | +154.1% | +127.8% |
| 10Y | +341.3% | +11.9% | +329.4% | +170.6% |
| All | +10,413.7% | +1,360.8% | +9,052.9% | +3,715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling