+216.5%
SLV vs AFL
+300.4%
-84.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -5.0% | -3.3% | -1.8% | -4.6% |
| 30D | -1.8% | -5.0% | +3.2% | -1.2% |
| 3M | -0.3% | -1.8% | +1.5% | -0.2% |
| 6M | -28.2% | +4.8% | -33.0% | -28.9% |
| YTD | -10.7% | +5.4% | -16.2% | -11.9% |
| 1Y | +53.7% | +9.0% | +44.7% | +50.8% |
| 3Y | +173.7% | +63.0% | +110.6% | +150.0% |
| 5Y | +161.5% | +134.5% | +27.0% | +123.3% |
| All | +216.5% | +300.4% | -84.0% | +148.2% |
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