+450.0%
SN vs AFL
+67.6%
+382.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.5% |
| 7D | +1.5% | +2.9% | -1.3% | +0.6% |
| 30D | +21.5% | +8.0% | +13.6% | +18.4% |
| 3M | +20.0% | +5.9% | +14.1% | +17.6% |
| 6M | +119.9% | +11.6% | +108.3% | +110.9% |
| YTD | +102.3% | +17.5% | +84.8% | +89.3% |
| 1Y | +148.0% | +13.3% | +134.7% | +135.8% |
| 3Y | +450.0% | +67.0% | +383.0% | +384.7% |
| All | +450.0% | +67.6% | +382.4% | +384.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling