+851.0%
SLB vs AFL
+20,558.3%
-19,707.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +3.5% | +2.9% | +0.6% | +2.4% |
| 30D | +6.5% | +8.0% | -1.4% | +3.3% |
| 3M | -0.2% | +5.9% | -6.1% | -2.7% |
| 6M | -5.7% | +11.6% | -17.4% | -10.1% |
| YTD | +36.8% | +17.5% | +19.3% | +27.7% |
| 1Y | +45.8% | +13.3% | +32.5% | +37.9% |
| 3Y | +3.4% | +67.0% | -63.7% | -16.6% |
| 5Y | +76.1% | +150.6% | -74.5% | +22.3% |
| 10Y | -13.0% | +343.1% | -356.1% | -49.1% |
| All | +851.0% | +20,558.3% | -19,707.3% | +190.0% |
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