-11.2%
SHOP vs AFL
+9.8%
-21.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.9% |
| 7D | -11.2% | -1.6% | -9.6% | -11.6% |
| 30D | -14.4% | -4.0% | -10.3% | -15.2% |
| 3M | +16.6% | -0.5% | +17.1% | +17.5% |
| 6M | -0.6% | +6.5% | -7.1% | +1.9% |
| YTD | -20.0% | +6.2% | -26.2% | -18.0% |
| 1Y | -11.2% | +8.3% | -19.5% | -6.3% |
| All | -11.2% | +9.8% | -21.0% | -6.3% |
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