+19.1%
SHW vs AFL
+62.4%
-43.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.5% | -3.3% | -1.2% | -3.4% |
| 30D | -12.7% | -5.0% | -7.7% | -11.3% |
| 3M | +4.7% | -1.8% | +6.5% | +5.2% |
| 6M | -3.4% | +4.8% | -8.3% | -5.1% |
| YTD | -1.3% | +5.4% | -6.8% | -3.4% |
| 1Y | -10.4% | +9.0% | -19.3% | -13.3% |
| All | +19.1% | +62.4% | -43.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling