-46.2%
SE vs AFL
+13.6%
-59.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.3% |
| 7D | -0.5% | +2.9% | -3.4% | 0.0% |
| 30D | -20.9% | +8.0% | -28.9% | -19.8% |
| 3M | -38.9% | +5.9% | -44.8% | -38.2% |
| 6M | -19.4% | +11.6% | -31.1% | -19.0% |
| YTD | -40.9% | +17.5% | -58.5% | -40.7% |
| 1Y | -46.2% | +13.3% | -59.5% | -46.7% |
| All | -46.2% | +13.6% | -59.8% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling