+958.5%
SLB vs AFL
+18,874.7%
-17,916.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +15.8% | -6.2% | +22.0% | +18.5% |
| 3M | -0.3% | +2.2% | -2.5% | -1.5% |
| 6M | +21.3% | +5.3% | +16.1% | +18.5% |
| YTD | +52.3% | +8.0% | +44.4% | +47.1% |
| 1Y | +63.6% | +10.2% | +53.4% | +56.4% |
| 3Y | +3.8% | +67.1% | -63.3% | -16.2% |
| 5Y | +128.6% | +135.6% | -6.9% | +63.2% |
| 10Y | -3.1% | +299.4% | -302.4% | -41.0% |
| All | +958.5% | +18,874.7% | -17,916.2% | +234.1% |
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