+323.8%
SN vs AFL
+70.4%
+253.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.6% |
| 7D | +0.1% | -0.7% | +0.9% | +0.3% |
| 30D | -5.6% | -7.1% | +1.5% | -3.4% |
| 3M | +48.1% | +0.4% | +47.6% | +47.4% |
| 6M | +57.6% | +4.5% | +53.1% | +54.3% |
| YTD | +56.5% | +6.1% | +50.4% | +51.9% |
| 1Y | +52.6% | +10.6% | +42.0% | +45.2% |
| 3Y | +412.0% | +64.0% | +348.0% | +375.2% |
| All | +323.8% | +70.4% | +253.4% | +305.3% |
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