+589.4%
SE vs AFL
+239.1%
+350.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | -2.5% | -6.2% | +3.7% | -0.1% |
| 3M | +21.7% | +2.2% | +19.5% | +19.9% |
| 6M | +27.0% | +5.3% | +21.7% | +23.3% |
| YTD | -12.1% | +8.0% | -20.1% | -15.6% |
| 1Y | -40.9% | +10.2% | -51.2% | -43.9% |
| 3Y | +191.0% | +67.1% | +123.9% | +126.1% |
| 5Y | -68.3% | +135.6% | -203.9% | -78.6% |
| All | +589.4% | +239.1% | +350.3% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling