-4.9%
SHOP vs AFL
+18.6%
-23.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.5% |
| 7D | -9.0% | +2.9% | -11.9% | -8.5% |
| 30D | -4.4% | +11.5% | -15.9% | -2.6% |
| 3M | +24.1% | +0.6% | +23.5% | +23.9% |
| 6M | +20.0% | +11.7% | +8.3% | +24.3% |
| YTD | -4.9% | +15.4% | -20.3% | -2.1% |
| 1Y | -4.9% | +17.6% | -22.5% | -0.3% |
| All | -4.9% | +18.6% | -23.5% | -0.3% |
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