+70.3%
SLB vs AFL
+151.4%
-81.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -4.3% | +2.1% | -6.4% | -5.4% |
| 30D | +1.9% | +10.6% | -8.6% | -3.9% |
| 3M | -5.7% | +4.4% | -10.1% | -8.3% |
| 6M | -5.3% | +13.1% | -18.5% | -12.6% |
| YTD | +32.2% | +16.6% | +15.5% | +19.2% |
| 1Y | +38.5% | +13.8% | +24.7% | +26.7% |
| 3Y | +1.1% | +65.7% | -64.5% | -30.1% |
| 5Y | +70.3% | +153.1% | -82.9% | -23.8% |
| All | +70.3% | +151.4% | -81.1% | -23.8% |
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