+67.8%
SAP vs AFL
+66.2%
+1.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | +6.5% | +8.6% | -2.1% | +4.4% |
| 3M | +14.7% | +5.3% | +9.3% | +13.1% |
| 6M | +39.9% | +10.0% | +29.9% | +36.8% |
| YTD | -2.0% | +16.5% | -18.5% | -5.7% |
| 1Y | -6.0% | +12.7% | -18.7% | -8.8% |
| All | +67.8% | +66.2% | +1.6% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling