+295.8%
AFL vs SMTC
+548.2%
-252.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.2% |
| 7D | -1.6% | +13.1% | -14.7% | -3.0% |
| 30D | -4.0% | +19.5% | -23.5% | -6.3% |
| 3M | -0.5% | +2.2% | -2.7% | -2.1% |
| 6M | +6.5% | +94.9% | -88.4% | -4.5% |
| YTD | +6.2% | +127.0% | -120.8% | -7.1% |
| 1Y | +8.3% | +174.6% | -166.3% | -8.3% |
| 3Y | +62.5% | +615.9% | -553.4% | +4.8% |
| 5Y | +136.2% | +125.6% | +10.6% | +90.4% |
| All | +295.8% | +548.2% | -252.4% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling