-11.2%
SHOP vs AFL
+149.6%
-160.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -1.2% | +2.9% | -4.1% | -2.9% |
| 30D | -14.7% | +8.0% | -22.7% | -18.8% |
| 3M | -7.2% | +5.9% | -13.1% | -10.8% |
| 6M | +54.2% | +11.6% | +42.5% | +42.6% |
| YTD | -8.6% | +17.5% | -26.2% | -19.0% |
| 1Y | +0.5% | +13.3% | -12.8% | -8.8% |
| 3Y | +135.9% | +67.0% | +68.9% | +54.3% |
| All | -11.2% | +149.6% | -160.8% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling