+17.6%
AFL vs STZ
+14.7%
+2.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.6% |
| 7D | +2.9% | +13.0% | -10.1% | +1.9% |
| 30D | +11.5% | +29.4% | -17.9% | +9.6% |
| 3M | +0.6% | +11.6% | -11.0% | -0.4% |
| 6M | +11.7% | -0.2% | +11.9% | +10.5% |
| YTD | +15.4% | +8.6% | +6.9% | +15.2% |
| 1Y | +17.6% | +15.9% | +1.6% | +17.9% |
| All | +17.6% | +14.7% | +2.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling