+9,594.8%
AFL vs SM
+1,608.3%
+7,986.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -6.2% | +26.3% | -32.5% | -9.7% |
| 3M | +2.2% | +8.7% | -6.5% | +0.2% |
| 6M | +5.3% | +51.7% | -46.4% | -2.6% |
| YTD | +8.0% | +99.0% | -91.1% | -4.7% |
| 1Y | +10.2% | +34.6% | -24.4% | +2.8% |
| 3Y | +67.1% | -7.8% | +74.8% | +60.1% |
| 5Y | +135.6% | +104.8% | +30.8% | +89.4% |
| 10Y | +299.4% | +7.2% | +292.1% | +148.3% |
| All | +9,594.8% | +1,608.3% | +7,986.5% | +3,356.9% |
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