+2,941.1%
SHOP vs AFL
+300.4%
+2,640.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -13.2% | -3.3% | -9.9% | -12.0% |
| 30D | -17.0% | -5.0% | -12.1% | -15.3% |
| 3M | +17.0% | -1.8% | +18.8% | +17.8% |
| 6M | -2.1% | +4.8% | -7.0% | -4.6% |
| YTD | -21.4% | +5.4% | -26.8% | -23.7% |
| 1Y | -11.0% | +9.0% | -20.0% | -15.2% |
| 3Y | +100.9% | +63.0% | +37.9% | +61.3% |
| 5Y | -14.7% | +134.5% | -149.2% | -40.4% |
| All | +2,941.1% | +300.4% | +2,640.7% | +1,690.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling