+8,552.4%
SHOP vs AFL
+417.2%
+8,135.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -1.2% | +2.9% | -4.1% | -2.4% |
| 30D | -14.7% | +8.0% | -22.7% | -17.5% |
| 3M | -7.2% | +5.9% | -13.1% | -9.6% |
| 6M | +54.2% | +11.6% | +42.5% | +46.5% |
| YTD | -8.6% | +17.5% | -26.2% | -15.4% |
| 1Y | +0.5% | +13.3% | -12.8% | -5.6% |
| 3Y | +135.9% | +67.0% | +68.9% | +86.8% |
| 5Y | -11.9% | +150.6% | -162.5% | -40.4% |
| 10Y | +3,608.8% | +343.1% | +3,265.7% | +1,873.3% |
| All | +8,552.4% | +417.2% | +8,135.1% | +3,171.1% |
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