+63.7%
SE vs AFL
+67.6%
-3.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -20.9% | +8.0% | -28.9% | -21.7% |
| 3M | -38.9% | +5.9% | -44.8% | -39.4% |
| 6M | -19.4% | +11.6% | -31.1% | -21.1% |
| YTD | -40.9% | +17.5% | -58.5% | -42.9% |
| 1Y | -46.2% | +13.3% | -59.5% | -47.6% |
| 3Y | +63.7% | +67.0% | -3.3% | +73.7% |
| All | +63.7% | +67.6% | -3.9% | +73.7% |
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