+327.2%
SMH vs AFL
+133.8%
+193.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | -2.8% | -4.0% | +1.2% | -1.8% |
| 3M | -6.7% | -0.5% | -6.2% | -7.2% |
| 6M | +41.8% | +6.5% | +35.2% | +37.1% |
| YTD | +57.9% | +6.2% | +51.7% | +52.4% |
| 1Y | +87.6% | +8.3% | +79.4% | +78.9% |
| 3Y | +282.9% | +62.5% | +220.4% | +187.9% |
| All | +327.2% | +133.8% | +193.4% | +147.4% |
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 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