+293.1%
AFL vs STZ
-10.3%
+303.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | -3.3% | -4.1% | +0.8% | -1.9% |
| 30D | -5.0% | -7.6% | +2.6% | -2.4% |
| 3M | -1.8% | -12.3% | +10.5% | +2.6% |
| 6M | +4.8% | -16.3% | +21.1% | +10.6% |
| YTD | +5.4% | -8.4% | +13.8% | +6.7% |
| 1Y | +9.0% | -10.8% | +19.8% | +10.9% |
| 3Y | +63.0% | -49.0% | +112.0% | +104.0% |
| 5Y | +134.5% | -36.5% | +171.0% | +160.9% |
| All | +293.1% | -10.3% | +303.4% | +270.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling