+340.9%
AFL vs STLD
+779.4%
-438.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +0.5% | -9.7% | +10.2% | +3.3% |
| 30D | +9.3% | -4.5% | +13.9% | +10.5% |
| 3M | +1.0% | -13.1% | +14.1% | +4.5% |
| 6M | +11.8% | -2.8% | +14.6% | +11.2% |
| YTD | +15.3% | +35.3% | -20.0% | +2.9% |
| 1Y | +12.1% | +51.4% | -39.3% | -3.6% |
| 3Y | +65.0% | +117.9% | -53.0% | +21.2% |
| 5Y | +149.1% | +272.6% | -123.5% | +42.2% |
| 10Y | +340.9% | +782.2% | -441.3% | +65.5% |
| All | +340.9% | +779.4% | -438.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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