+333.1%
SLV vs AFL
+694.1%
-361.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +6.7% | -6.2% | +12.9% | +7.4% |
| 3M | -10.7% | +2.2% | -12.9% | -11.0% |
| 6M | -20.6% | +5.3% | -25.9% | -21.2% |
| YTD | -7.1% | +8.0% | -15.1% | -8.3% |
| 1Y | +62.0% | +10.2% | +51.7% | +59.5% |
| 3Y | +169.8% | +67.1% | +102.7% | +152.0% |
| 5Y | +161.5% | +135.6% | +25.9% | +133.6% |
| 10Y | +224.4% | +299.4% | -75.0% | +167.7% |
| All | +333.1% | +694.1% | -361.0% | +213.4% |
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