+432.7%
SN vs AFL
+87.2%
+345.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +16.6% | +8.6% | +8.0% | +13.5% |
| 3M | +18.3% | +5.3% | +13.0% | +16.2% |
| 6M | +103.1% | +10.0% | +93.0% | +96.1% |
| YTD | +96.7% | +16.5% | +80.2% | +85.2% |
| 1Y | +134.3% | +12.7% | +121.7% | +123.7% |
| 3Y | +425.2% | +65.5% | +359.7% | +367.8% |
| All | +432.7% | +87.2% | +345.5% | +394.2% |
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