-13.1%
SLB vs AFL
+339.8%
-352.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | +3.5% | +2.9% | +0.6% | +1.3% |
| 30D | +6.5% | +8.0% | -1.4% | +0.2% |
| 3M | -0.2% | +5.9% | -6.1% | -5.1% |
| 6M | -5.7% | +11.6% | -17.4% | -14.4% |
| YTD | +36.8% | +17.5% | +19.3% | +18.5% |
| 1Y | +45.8% | +13.3% | +32.5% | +29.9% |
| 3Y | +3.4% | +67.0% | -63.7% | -35.3% |
| 5Y | +76.1% | +150.6% | -74.5% | -22.9% |
| All | -13.1% | +339.8% | -352.9% | -72.1% |
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