-2.6%
SLB vs AFL
+297.3%
-299.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -1.9% | -2.1% | +0.3% | -0.3% |
| 30D | +7.8% | -5.4% | +13.2% | +12.2% |
| 3M | +2.7% | -0.3% | +2.9% | +2.2% |
| 6M | +22.2% | +5.2% | +17.0% | +16.1% |
| YTD | +51.1% | +5.7% | +45.4% | +42.5% |
| 1Y | +63.3% | +10.2% | +53.1% | +48.4% |
| 3Y | +2.4% | +63.4% | -61.0% | -35.0% |
| 5Y | +139.3% | +133.0% | +6.3% | +11.3% |
| 10Y | -2.6% | +299.5% | -302.1% | -66.1% |
| All | -2.6% | +297.3% | -299.9% | -66.1% |
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 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