+171.3%
SAP vs AFL
+300.4%
-129.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.1% | -3.3% | -1.8% | -3.9% |
| 30D | -1.8% | -5.0% | +3.2% | 0.0% |
| 3M | +20.9% | -1.8% | +22.7% | +21.7% |
| 6M | +7.0% | +4.8% | +2.2% | +5.0% |
| YTD | -13.7% | +5.4% | -19.2% | -15.8% |
| 1Y | -19.6% | +9.0% | -28.6% | -22.6% |
| 3Y | +52.4% | +63.0% | -10.6% | +24.1% |
| 5Y | +54.4% | +134.5% | -80.1% | +8.0% |
| All | +171.3% | +300.4% | -129.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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