-14.4%
SMR vs AFL
+110.7%
-125.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -15.8% |
| 7D | -11.2% | -1.6% | -9.6% | -11.0% |
| 30D | -10.2% | -4.0% | -6.2% | -9.5% |
| 3M | -10.0% | -0.5% | -9.5% | -10.8% |
| 6M | -30.5% | +6.5% | -37.0% | -33.3% |
| YTD | -39.2% | +6.2% | -45.4% | -41.9% |
| 1Y | -75.5% | +8.3% | -83.8% | -77.0% |
| 3Y | +45.4% | +62.5% | -17.1% | +12.0% |
| All | -14.4% | +110.7% | -125.1% | -43.3% |
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